Table Read / Walkthrough
The very first rehearsal is called the "Table Read". This is because this rehearsal is usually done at a table with everyone reading from their scripts. Almost everyone involved with the production shows up to this rehearsal and introductions are usually made between the cast, crew, director, etc. If there are any important announcements or important information.
It may also be a good time to do a walkthrough of your rehearsal space/theater. If the theater is rather large it is a good idea to take your actors and lead them around the space. Show them any important areas, entrances, exits, places of importance. Help your actors to get familiar with the space they will be rehearsing / performing in.