I don't know what they'll do for you, but I'll tell you what they did for me and a friend.
For me, they did a blood test first so the results would be in by my next appt. At the following appt, they did a totally painless sonogram of my thyroid.
For my friend, she had a known growth so they skipped the bloodwork and did a sonogram at her first appt. They saw a teeny-tiny growth and decided it was most assuredly a cyst--nothing to worry about. Since it was so tiny, they said they weren't going to bother with a biopsy. If it ever grows, they'll use a little needle to take a sample of the fluid. They'll be able to tell if it is more worrisome from that.
I'd guess that one of these is the worst you are looking at for a first appointment.