Your booking appointment is where you fill in the basics on your maternity notes (mine are green but others are yellow/blue depending where you live).
Your midwife will go through your medical history in general and also ask for key things that have happened in both yours and your OH's family (like still births, diabetes, heart conditions etc).
She'll want to know about how many children and pregnancies you have had. For your children she will want to know how the pregnancy went and how the delivery was etc. and for any other pregnancies she will want to know the circumstances in which they ended.
Then she'll probably check your blood pressure, take blood, check your wee! I've only been weighed once through this pregnancy and that was at my dating scan and only because I didn't know how much I weighed but some people get weighed at their booking apptment too.
She should go through the main do's and don'ts of pregnancy and also give you a list of numbers to ring (I have the midwife's mobile, the midwife office, the labour ward etc).
Its nice to get started and get to know your midwife. If you have any questions be sure to ask - there is no such thing as a stupid question!