hi,
i have a very similar situation, went a very long time ignoring depression/anxiety and self medicated with drugs/alcohol.. i finally decided to get sober and see a therapist who recommended me to a psych.
i went to my first psych visit last week, and this is how it went. it was about an hour and a half, and she first asked me a ton of questions but would not let me talk about the present at first, only past... then when she got enough info on past, she let me talk about present and what brought me there etc.
then i filled out some questionaires etc, and she looked at them, and asked a few questions about some of my answers. then she gave me a starter pack of zoloft and perscribed me with something else.
i think you're only supposed to go back to the psych every couple months or so for med management, but she wants me back every week at first until we get the type/dosage etc right.
it's not so bad, and it's good that you're getting the help you need~!