At your first appt they will do a medical history, draw blood & get a urine sample, and a pelvic exam. Ask questions about you and your symptoms you have. I found out I was prego at 4 weeks, my first appt was at 10 weeks and I got an ultrasound and got to see my baby's flickering heart on the screen. I heard my baby's heartbeat with a doppler at my 14 week apt.
With me I heard my baby's heartbeat at 7 weeks via ultrasound, then heard it again at 15 weeks with Doppler from doctor. They probably wont use Doppler on you until 12+ weeks because it will be too early to hear. If yo get an ultrasound you will get to hear it. They do a dating ultrasound between 6-12 weeks then one more around 20 weeks. First OB appointment they will take blood, get you a prescription for prenatals, do a pap smear and just talk about family genetic history and all that.