There are several reasons why this happens:

Uncertainty: For many people, the first session with a psychologist can be an unpredictable and uncertain experience. They do not know what to expect from the session, what questions will be asked and how they should answer them.

Fear of discovery: many people are afraid to open up to a psychologist and show their emotions and thoughts. They may fear that the psychologist will judge them or not understand them.

Expectations: Some people may have certain expectations from the first session, and if these expectations are not met, it can cause nervousness and stress.

Fear of Judgment: Some people may fear that their behavior or problems will be judged by a psychologist or others who may find out they are seeing a psychologist.

Shame and fear of change: Many people may feel shame or fear that they will have to change their behavior or lifestyle in order to solve their problems.

It is important to note that these feelings are normal and natural. Psychologists usually know how to help clients feel more comfortable in their first session and can work with clients to help them overcome their worries and fears. Clients can also prepare for their first session by asking the psychologist questions about the process and practice of psychotherapy, as well as discussing their expectations and concerns.