Most people report feeling a little anxious and not feeling sure of what to expect the first time they visit a psychologist. This is normal for most people. So what can you expect on your first visit? 1. Most therapists work in an office with some kind of reception area. Sometimes the reception will be manned and other times it won't be. Some psychologists work from home offices. Whichever you visit, most psychologists will ask you to fill in a form on your first visit.