A general checkup will probably involve the following:
You will have to fill out some forms, explaining your personal health history and lifestyle and a little bit about your family history, especially if you've never seen this doctor before.
The nurse will check things like your weight, blood pressure, and maybe pulse and temperature.
The doctor will physically examine you: listen to your heart and lungs and look at your eyes, ears, nose, etc.
The doctor will discuss your health with you.
The doctor may order blood tests or other tests if appropriate.
If you are a woman past age 20, the doctor may want you to have a gynecological exam. Unless your current symptoms involve those parts of the body, you don't necessarily have to have it at the first visit, although you should get one every year.
Before you go, make a list of concerns. Include how long they've been bothering you and how much they bother you. If there are more than about 3 things on your list, it's possible you won't have time for all of them, so you should also rank them according to how important you think they are.