I want to start therapy soon, hopefully within the next couple of weeks. I am nervous and I don't know what to expect.
What should I be talking about? Is there anything that I should take with me? What questions should I ask or what am I going to get asked?

Any advice would be appreciated.

Talk about your gender identity, your worries and work with the therapist in making a game plan for yourself. The therapist will most likely also have you do assignments like I've always heard from other people who transitioned that went the therapy letter route. It's going to take a while so you better put all your cards on the table and hopefully your therapist can help you make a good decision in the next step of the transition process.