Congrats on the appointment, the first step is the hardest. Just relax and be completely open and honest. This first session will be getting to know you and your therapist will lead you but it's up to you to answer honestly, it helps if you write things down on a pad that you want to ask so you don't forget something.
As far as Insurance goes mine pays everything except the copay, my therapist codes my sessions as depression and anxiety with a secondary of GID.
Let us know how it goes.
Paula.