It's hard to give you a specific reply, hopefully if your therapist is good at their job they will be able to put you at ease and direct the session in a fruitful way. Just be open and truthful and you will get more value out of the process. Ask them about how they intend to work with you.
As for transition...where to begin??! It really depends on so many factors it is difficult to do more than paint a broad stroke picture. For example, after seeing the therapist a few times they might refer you to an endocrinologist who may, after a health check, prescribe HRT. Then you may find your body changing, but the process will take time, many months. During that time you might work to reduce facial hair, build up a female wardrobe, start going out, tell people, etc, etc. there are many steps along the way...some will be easier than you expect/fear some will be difficult if not seemingly impossible. But just take it one step at a time. Use your supports, use this forum...all the best with the appointment,