I got to go to court for a first offense of violation of probation and what can happen

That depends on what the judge decides, and the PO report says. How serious was the violation? The consequences can range from increased probation to jail time depending what the original offense was. The devil is in the details and the judge's discretion.

Missing a probation meeting or DUI, drugs, felony offense? Big difference.

The judge warns you and you go on your way.
Or they take you into custody and put you back into jail to serve the remainder of your probation time.

It can be either of those, or many things in between those.

City, County, State, or Federal Court
Misdemeanor or Felony probation
Reason for the violation?

Nothing will go wrong. Trust on the judge. He will take the right decision.

Nothing will go wrong. Trust on the judge. He will take the right decision.

I will assume you have never been in an American Court room.