What does first prenatal appt consist of?

So I have a OBGYN appt in 2 weeks, and I’ll be about 8 weeks pregnant. When I made the appt, I asked if they are doing an ultrasound and they said first appt will be a physical and blood work.

Can anyone tell me what consist of the physical? And why wouldn’t they do a ultrasound? How can I know baby is doing okay?? I thought all places would do an ultrasound first appt??