Other than breaking the ice, first lessons are very often used to talk with the students about the course rules, requirements and expectations both students and we might have regarding the classes. If your courses are only beginning now (like mine!) these three ideas might help you talk about rules and expectations in a more rewarding and language-rich way than simply distributing a handout.
Would you rather work with a student who knows what they want to the point of actually telling you how to do your job or with a student who leaves it all up to you? I used to think that answering this question was a no-brainer. Then, I changed my mind.