I had an internal sonogram done. it us used to estimate the age of gestation. you may not be able to hear the heartbeat so don't freak out when you don't hear it. you usually can't hear that until week 10-15.
they do blood work..(they did with mine) to check hormone levels
they check your urine at every checkup
a lot of talk about what to be expecting
ask a lot of questions. I always took a notebook with me with a lot of questions to ask. no matter how stupid you think they may be..ask anyway.
Lots of stuff, and not all of it is fun. They'll do a full physical, bloodwork, a pelvic exam (yikes!), ask you every nosy-posy question imaginable, listen for fetal heart rate, and possibly do an ultrasound if they're not sure of your conception date. But look on the bright side. Most doctors' offices send you home from your first visit with loads of free goodies!