You can expect to be treated with respect in the course of all your treatment including the first session. The session will go through what you can expect through the therapy process in relation to several key areas. Firstly, confidentiality of your information and the limits to confidentiality.
Secondly, expectations surrounding what the therapeutic process is like, and the processes surrounding this. This may include information about writing back to referrers where appropriate.
Thirdly, contextualising what your expectations and reason for seeking treatment into the therapeutic framework to best serve you in this process.
Finally, you can expect to be asked a range of questions to establish the best way to get the most out of treatment.
For many seeing a psychologist is a big step for them particularly if it is the first time they have done so. For others it may be more familiar to them and not seem to be a nerve-racking process.
Whatever the case is for you it all comes down to respect on the side of your psychologist for you as a client; a desire to assist in whatever way is most appropriate and helpful as a clinician.