Starting with a new therapist is wonderful news - congratulations
It feels like you're feeling quite nervous about seeing her and worried about what the interaction will bring.
I don't know about EMDR therapy, although I do know about other therapy models, so I'm not sure exactly how she will work with you.
However, in general, I think do whatever feels right for you - it's your space and you've probably got some time to explore the things you need to explore. However, if there are things you feel you would like to say, then it's right to say them. You could even tell her about your dilemma about where to start and explore why you're anxious about not knowing how to share your experience!
It might be wise to keep checking in with yourself and asking yourself "does sharing this thing feel safe at the moment or do we need to build more trust first?" but it's up to you and I'm sure she'll be able to help you to share what you need to.
If you freak out and start crying and shaking, do you think that would be a bad thing? It might be what you need to do to make progress. You could also talk to her about that fear and why you find crying or shaking anxiety provoking.
It sounds like you've got a good idea of some of the things that you'd like to talk about, which is really positive, so you've got a starting point. Ultimately, your therapist should be on your side, so should be able to help you with all the stuff you've posted.
Good luck with your new journey