What to expect at a first lesson?
You're going to make a lot of weird sounds, and even the weirdest are useful, so don't throw them completely behind bars to never be heard from again (for example: accidental hamonics, doublestops, sul ponticello or tasto).
I tell my students to approach violin with the mind of a scientist. Identify the quality (bad doesn't tell you anything go for raspy, hollow, shrill, brittle, etc). "Why is it making that sound" is much more important than "eew, that was a bad sound."
Don't be afraid to ask questions. There are no stupid questions. Get involved with a group as soon as possible while taking lessons. Community makes the practice seem much more worthwhile. Play music you like. Ask your teacher about music you like to listen to (rock, bluegrass, metal, classical, even that concerto that might have inspired you in the first place - all of these are possible with practice and patience and the drive to work on it.)
Pay attention to what your body is telling you. Get the back and shoulder muscles to work more than the puny wrist muscles. If you get tired, it's ok to take breaks. Exhaustion leads to poor form. Make sure you can read the music. I have been an illiterate violinist. It was not fun and once I took the time to learn how to read, I progressed much faster because I understood and saw the patterns all over music.
We as teachers try really hard, but we're not a match for everybody. If you're not meshing with your teacher, look around for another. Don't let a poor or weird experience with one teacher ruin music for you.