It would help if you plan ahead of time and get there earlier to fill out some patient information forms. You can take some notes about the pain itself and any questions you might want your physiotherapist to answer regarding your condition.
Physiotherapy sessions usually involves a lot of movement testing so it is best to wear loose and comfortable clothing where the affected areas can be exposed more easily. Tank tops are great for shoulder injuries, whereas shorts would be ideal for back and lower extremity injuries. Some therapists might even make you run on the treadmill to analyze the way you run, so bring a pair of running shoes if running or walking are activities that can reproduce your pain.