What should I expect when I go see an allergist for the first time?

My chest tights up and hurts a lot, specially when it's really cold outside. I also have occional wheezing and occional coughing at night. I've already had an asthma test done and it came out negative. My symptoms keep bothering me so I went to see the doctor; he put me on a puffer and made me an appointment to see an allergist. What should I expect when I go get the allergy test done?