The first session will likely be information gathering.
Have specific things you want to work on. Building trust, communication etc... Ask questions on how the counselor works with the issue of infidelity in relationships and what methods they use. Is it religion based, is there homework, books recommended, etc.. ?
Get a good feel for the counselor and the direction you'd like to go with counseling and what you want to get out of it. Make sure you're comfortable. A good counselor will recognize and address if your boyfriend is not participating or if you're dominating the session.
Relax, but remember that you are paying them and it's okay if it's not a good fit.