If you are a brand new pitcher, with no prior pitching experience, you can expect to learn the basics from how to hold the ball to basic pitching mechanics and steps that will help you build a foundation needed in order to move on further on the mound. 
If you have previous pitching experience, your first lesson you will go through your pitching routine/warm up and will be evaluated by your pitching coach. As well as talk about your specific goals to make a game plan for success on the mound.