First and foremost, I have to "hook" students to increase their buy-in regarding the course material. Teaching math, I often have math-phobics who have had limited success with math in the past. Other times, their math skills have atrophied after spending years outside of a classroom. I try to entertain as well as inform, so on the first night of class, I'll typically use a mathematical party trick to suggest that I have psychic mind reading powers. The students are generally amazed, but as I repeat the trick, some of them start to recognize a pattern and then they begin to discuss among themselves as to how I'm doing it. This segues nicely into an overall theme of using pattern recognition to be successful in math and how it can be used in their field.
Second, once students are a bit more relaxed, I mix in my expectations for the course (grading, late work policies, standards) with various bits of growth mindset encouragement. It's much easier to talk about doing quality work and clearing a high bar with intimidating concepts if I've first taken the time to boost their confidence a bit.