They will ask your medical history. They will do a pap smear. If you have been sexually active, they will recommend sexually transmitted disease testing.
The pelvic examination and pap smear are uncomfortable, but should not be painful. The physician should also do a breast exam. Blood and urine samples will be taken.
Going to the gynecologist for the first time should not cause any worry to you. The sepcialist would advice you on your health and the upcoming baby's health.
First they make you take your clothes off and put on a robe. Then you lay on the bed and put your legs in stirrups. He was give you an exam and probably take a PAP test. They usually give you a breat exam. Make sure you have a list of questions made up before you go to ask him.
Your Gynecologist is going to to take a swab of your vagina to make sure everything is all right in there. It's embarrassing but it usually doesn't last long.