Mortgage appointment questions?

Is there a reason you are going directly to first direct?

They'll want the details of your current financial situation. If you go to:
http://mortgages.firstdirect.com/how-to-apply/ways-to-apply and look at the section "What we need from you" it gives a list of items - I would imagine this is the information you'll need.

If you don't already use first direct as your main current account, I'd also have details to hand such as how long you've had your current account for.