The first session is just the beginning.
You likely won’t be able to cover all the details of your history, symptoms, and parts of yourself that you want the therapist to know about. It is helpful to learn about what is leading to seek out therapy at this time (why now?), and the goals that you have for therapy and aspects of your life that you wish were different. The first session is also a good time to discuss any symptoms of anxiety, depression, or other mental health struggles that you have, and details about your history of attachment, relationships, mental health struggles, previous therapy experiences, formative events, and traumas.
The golden rule of therapy is to say whatever comes to mind. In the same way that there is no wrong way to start therapy, there is also no wrong thing to say in therapy.