The midwife will expect the baby to have lost weight at first weigh in - it's normal that they do after the last month or so spent chubbing up in the womb.
The first few days are cluster feeding to stimulate supply of milk. It's important to feed the baby whenever they root or give the cues as this helps you build your supply. Milk will come in and meet the baby's demand.
If you want to increase supply as well, try porridge for breakfast and eating flapjacks - oats really help to boost supply.
I spent the first couple of weeks with both babies basically just sitting with them latched on.
Babies have tiny tummies too - the size of their fists. And breast milk is easily digested so doesn't sit in their tummies which means they may feed more often than you might expect.
Nappies - in think 8-12 wet or dirty nappies a day is usual? Not necessarily full to bursting nappies! My DD would do 12, she went through nappies like nobody's business whereas DS maybe 8 a day.
Cluster feeding in evening is also usual. DD did it 7-10pm. when DS was newborn he did it 1-5am! Eventually he changed to 5-7pm and 8-9pm and has stuck there at 4 months.
I wouldn't try to express just now - it puts more pressure on you. Plus it's not always a good sign of how much milk you are producing. I could never get much out expressing when feeding DD but she gained weight and followed her growth line.
breastfeeding is a hard thing to get your head around. You've no idea really how much you are feeding the baby as you can't see it. But if baby is growing and having wet and dirty nappies, it's all fine.
Talk things over with your midwife, the visits are so she can help and she will be happy to.