Blessed be God! I'm so pleased to hear that you're being received into Orthodoxy.
While it is generally true that the sacraments are for those within the Church, confession is traditionally part of the preparation for being received by Baptism & Chrismation, and so it is very likely that you will confess and be absolved before you are baptised. In my case, it was the night before, and I spent the night at my priest's house. Of course, your priest may wish to do things differently. best speak with him.
On a relate note, knowing how difficult the first confession can appear at first, here are some thoughts which may (or may not help). Take what ou find helpful and leave the rest of it behind.
Different people take different approaches to confession. Some people list every single instance that they can think of where they have fallen short. While this shows great strength of character, I cannot help but think that, unless the person is very spiritually strong, it can lead to a legalistic approach to the Sacraments. This is something my parish priest warned me about.
Instead, this is the approach that I take. I see confession as a spiritually holistic experience. If I hear the phone ring, and I see that it is a friend whom I know has problems he wishes to discuss, and I don't answer the phone because I feel too tired for a 2-hour phone conversation, and then perhaps I ignore an e-mail from a friend, and then I say something unpleasant to somebody on an internet forum, then my sin is selfishness, and that is what I confess. I don't necessarily go into great detail about each and every manifestation of that selfishness, because at the end of the day, they all stem from the same sin, and that is that I have cultivated an attitude of selfishness, putting myself before other people to their hurt and my benefit. In my view, there's no point in me confessing each individual detail and ignoring the core issue, which is the sin of selfishness, because that doesn't help me to grow in Christ, and doesn't challenge me to confront the real sin, thus allowing the manifestations of it to continue.
Confession in the Orthodox tradition is warm and loving, and the words of absolution are so beautiful. Your worries will soon pass and I'm sure your priest will offer the necessary guidance. Trust him and it really will be a spiritually helpful time for you.
I shall try to remember you in my prayers.
With love in Christ,