Don't be scared, its good you've got your first appointment. I took a diary in of what symptoms I've been having and when they occurred as i know i would forget. He will ask ask you quite personal questions such as pain when you have sex, pain with bowel movements etc - its really important that your really honest about this as this will help him get a better feel of what could be wrong.
I then had an examination where he felt my belly on the outside and put pressure in different places. Unfortunately i also had an internal examination where he will apply pressure on different parts inside - it can be a little uncomfortable but i wouldn't say it was painful. this will allow him to feel if every things ok in the inside so he knows what step to take after that.
After my appointment i was sent to have an Internal and External Ultrasound, but your consultant may do something completely different.
Just remember to be as honest as you can, especially when he's examining you.