The first few sessions you will probably get to know each other better. He might ask you to talk about your life situation (are you married, single, job, kids). He willl want to know about your prayer life and your relationship with God. Let him lead since all this info helps him to direct you. He might ask what your expectations are for your meetings. Are you considerating a vocation? Are you having a particular spiritual problem?
Just remember this is not therapy. The priest is not there to help solve any psychological problems but spiritual ones, although they can affect each other. You are expected to be totally honest with him. How else can he direct you. You don’t need to tell him your whole life at the first meeting as you are building a level of trust.
As someone else mentioned jot down things you want to discuss. I journal and bring it with me to our meetings. It is important to do what he asks you to do during the time between meetings because that is how you will grow spiritually. Being in direction requires work. It is not just meeting to have a nice chat about Jesus or to be taught doctrines. You can get that other places. Being in direction involves a commitment to want to grow spiritually and to allow the Holy Spirit to work in you.
The most important thing you can do is pray for your spiritual director every day, as he will be praying for you.