First thing, its ok to not ask everything at the first appointment. I think the goal of the first appointment should be to get a general idea of the philosophy of birth of your provider, get any specific questions about symptoms/tests/etc. answered, get a few book recommendations and their general pregnancy packet of info, and find out if any of your dealbreakers are things they "require" (they can't really require stuff because of consent laws, but they can bully/cajole/threaten/etc. to the point of it basically being a requirement). You can always follow up with questions at later appointments and it is best to go over things for the birth at later appointments again so that your provider will actually remember, doesn't hurt to touch on things early, but just keep in mind you'll want to remind them. Even with midwives, they still probably have quite a few patients, with OBs they definitely do. I'm not sure what kind of birth you are looking to have, so here are a few links to get you started:
http://alaskabirthnetwork.org/10-questions-to-ask-your-o-b-or-midwife
http://www.whattoexpect.com/forums/august-2011-babies/archives/here-39-s-a-list-of-questions-to-ask-your-ob-midwife-long-post.html
At my first appointment last time with my OB, she made sure I was reading some books and taking a prenatal, gave me a folder with hopitals they deliver in and websites for them and other contact info, general do/don't for eating food and taking medication, book reccomendations, a couple magazines related to pregnancy/parenting, some prenatal samples, info on prenatal tests, breastfeeding handout and a short pregnancy handout. She went over symptoms where I should call immediately, but also said to feel free to call anytime too. I conveyed my interest in a natural birth and went into a few details that I wanted to make sure she was ok with (episiotomy, free-movement during labor, no pressure to take pain meds, etc.). I think we briefly discussed breastfeeding too and went over the "big" foods to avoid and she made sure I knew that most medication was off limits. She did go over the recommended weight gain briefly, but then said that everyone gains differently and they only weighed every appointment to make sure there wasn't a sudden gain/loss that didn't make sense as that could point to a problem (I loved his so much since I gained way more than reccommended). She also briefly went over what to expect in general for the appointments (big U/S at X weeks, X test at Y weeks, etc.) and specifically for next appointment and encouraged me to find a pediatrician, sign up for hospital tour, birth class and breastfeeding class. Due date of course too. Obviously examined me and did to a quick vaginal U/S to hear the HB and verify if there were twins and I did pee in a cup to check for protein in the urine. Also filled out some paperwork and they laid out my financial obligation and when they required me to pay it. I think that is about it!
And don't hesitate to bring a list of questions to refer to at your appointment, I brought one to my first and to a few other appointments to make sure I didn't forget anything. I still forgot some and just asked at the next appointment, no big deal.
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