I'm consultant led due to previous pregnancy complications - low birth weight/preemie.
First appointment is a bit of a meet and greet usually, they will say hello, and go through you pregnancy plan, they'll make a plan for going forward - extra appointments, scans, tests etc. Answers any questions you have.
Mine did a scan today at our first appointment - though not really our first as we'd been seeing him for MC issues last year and also to have a private test done before Christmas. We already had all the extra stuff booked and had a plan, so the meeting was super short!
You could be consultant led for loads of different reasons, BMI, age, previous issues, health concerns, there may well be something in your notes to say why you've been referred. The consultant may only see you once, or see you early and then not again until late depending on what the issue is.
Don't panic though, it's an extra level of care, and you'll be able to ask anything you need to!