Hi Tammy, I'd say definitely go as the self you're most comfortable being, don't dress for anyone but you.
And don't be too worried - the psychologist/psychiatrist's job at this stage of the game is to reassure themselves that you are probably gender dysphoric, but they aren't trained in this area, so it's a fairly low-level assessment, just enough to be sure it's not something else entirely (there are forms of psychosis, for example, that can present a bit like gender dysphoria).
The main purpose of being filtered through a shrink on your way to the gender clinic is for them to assess whether you have any mental health issues - if you did, that wouldn't necessarily be an obstacle to getting treated at the gender clinic for your dysphoria, it's more that they want to make sure you get the full support you need for anything you might be dealing with alongside of dysphoria.
I was expecting a grilling when I went through this, but it wasn't that bad, it was fairly quick and perfunctory, so don't worry too much.
