In practice, a first session has three parts.
The administrative part, the first few minutes: how confidentiality works and where its limits are, how long a session lasts, how payment works, and what happens if you cancel. Dull things, and it matters that they are said at the start rather than in the third session.
The exploratory part, the longest: what is happening now, since when, what you have already tried, what an ordinary day looks like, who is around you. Questions about family, childhood, sleep, alcohol and medication will come up — not out of curiosity, but because they change the direction.
The decision part, at the end: the therapist says what they have understood and what they would propose, and you say whether it sounds like a fit.
What does not happen: you are not obliged to answer anything, you do not start with the hardest part of your story, and you do not leave with a label. If you do not know where to begin, “I don't know where to begin” is a perfectly acceptable beginning — therapists hear it weekly.
Being more tired afterwards is normal. An hour spent talking about things you usually do not stop on costs more than it looks.