First, I recommend contacting and interviewing at least two, hopefully three, different spiritual directors. Pray throughout the process. Ask God to lead you to the best spiritual director for you at this time.
Keep in mind that spiritual direction involves a lot of freedom. Spiritual directors are trusting God to lead you to them and from them in keeping with God’s timing and desire for you as a unique individual. Spiritual direction is a tool in God’s hand–a tool God may pick up or put down on your behalf at various times in your life. Be free to let God lead. The initial interview will help you discern whether or not and with whom God wants to use this tool on your behalf at this time.
By convention among spiritual directors, initial interviews are free. Generally, the initial session lasts about 1 to 1 1/2 hours and involves a lot of relaxed talking back and forth.
This conversation is your opportunity to ask all kinds of questions of the spiritual director—Where did you train? What is your own faith like? How did you get into this? What is your prayer life like? What is direction going to be like generally? What do you believe about….?
Usually, directors will also be asking questions like—What are you looking for in direction? What would you like to share about your life right now? The first session is really the only time spiritual directors talk much bout themselves at all. From then on the focus of conversation would be on you and God.
Every director has their own fee suggestions. Ask the spiritual director about recommended fees (often a suggested donation scale) during this interview.
You don’t need any specific resources to start spiritual direction. The spiritual director may make suggestions periodically of books, and I occasionally loan books out to directees also. 
However, you would not need to come with anything but your desire to know God more.
Preparing for a spiritual direction session, including the initial interview, can be done in any number of ways. Prayerfully reflect on recent life experiences, particularly those experiences which seem to stand out in some way (whether pleasant or unpleasant). The following questions may also be helpful:
- Where have you felt aware of God’s presence and activity in your experience?
- Are there any places needing discernment?
- Are there any places of stuck-ness or holding back?
- Are there any places where God feels absent?
- Have you had any experiences of prayer that you would like to revisit with a spiritual director?
- How might you express your deepest longing for God and your deepest desires for life these days?
- What questions emerge from your day to day journey with God?
There is no part of your life that is irrelevant for work with a spiritual director, but you are “in the driver’s seat” about where the conversation goes and what you tell the director.
Confidentiality is always extremely important in the Code of Ethics of spiritual directors, so you can be assured that the director will keep everything discussed completely private. The only exception to confidentiality would be if the spiritual director believes you to be in danger of harming yourself or another, or if a child or elder has been abused (in keep with the reporting laws of your state). Even the names of directees is confidential information not to be shared by the spiritual director with anyone else. However, you are free to share the name of your spiritual director or whatever happens in the sessions with whomever you desire.
After completing your initial interviews, pause and pray, waiting for God to confirm which spiritual director is a good fit for you at this time. Then contact that spiritual director to set up your first session if the director also senses God leading you two together.