What can I expect for my first podiatry appointment?

It all depends . In what you are going in for and how good the doctor is. Give a good history and ask around as to who is good in your area.
A few things. Of course you will be greeted with paperwork :) bring your insurance cards and a complete medicine list with you, and arrive early enough to complete the forms. Your medical information will be reviewed, and your feet thoroughly examined. Necessary x-rays or labs will be ordered. Your diagnosis and treatment options will be thoroughly explained to you. Any questions you have will be answered.
First a medical. History including possible allergies, past illnesses and treatments, and any drugs you are now taking. X-rays are usually taken if needed to make a proper diagnosis. Treatment may then commence.
Full work up . An exam with full history, possible x-rays , and discussion of problem & treatment.
Work up. During your first visit your doctor will get a thorough history an perform a physical exam relevant to your chief complaint. They will discuss with you the treatment options.