I was given a purple book (the guide to pregnancy and childbirth), but I'm a military dependant so I dont know if civilian doctors do things differently. My first appointment was pretty much all paperwork, bloodwork, and a urine test.
Awwww congratulations! =D Normally at the very first checkup-to confirm the pregnancy-, they will take a urine sample and a blood sample, weight and blood pressure. Then you'll soak to the Dr and ask any questions you have, and he/she will schedule an ultrasound to see how far you are and hear the baby heart beat! Eeek! =)
They give you a pregnancy book, maybe a journal also (mine did), and alot of information papers like, what medicine you can take while pregnant, diet plans, helpful heartburn tips, cord blood banking info, and much more. =)
It depends on the office but almost all will have you pee in a cup to confirm the pregnancy and give you a pap smear as well as the regular stuff like blood pressure and weight. If its not your regular family doc they'll take a family history. Some offices will also do an ultrasound and go ahead and do your blood work.
I'm not sure what kind of book you're talking about. At my first I got a big canvas tote with the hospital name on it plus two free magazines, a Huggies newborn diaper sample, wipes samples, and nuk pacifier. Plus a folder from the doctor's office with print outs of all the safe OTC meds while pregnant and general info in nutrition and pregnancy.