Congrats on taking that huge first step!
As far as an initial consult via phone, it's going to be more of a general chat to introduce yourselves and seeing if your therapy needs fit with the therapist's skills and experience. As others have mentioned, just be yourself, be honest (brutally honest - don't wait until the end of the call to whisper that you think you have gender dysphoria), and remember that a proper face-to-face therapy session will be far different, so don't come away from the call feeling disappointed that you didn't connect with the therapist as well as you had expected.
Questions to ask? Hmmm. I'd check the experience of the therapist - does he or she regularly deal with gender issues? I'd also ask whether he or she has a go-to endocrinologist, because you don't want to get to HRT time and find out that the therapist can't get you in to see a good doc. Be specific about your goals - if you want to transition, let the therapist know up front, just so there's no confusion about what you're hoping to get out of the sessions. And the usual business stuff: how much per session, availability of appointments etc.
You're going to do just fine.