The Center for Teaching at Vanderbuilt University offers a nice summary of activities to do on your first day teaching. They also explain the rationale behind every aspect of the introductory day. They remind us:
The point of an introduction is to establish yourself as a unique individual sharing the classroom with other unique individuals. This is your opportunity to focus on students as unique and diverse individuals. Consider how introductions can lead into a productive and welcoming classroom environment. Instead of just asking general questions concerning their name, major, and years at Vanderbilt, ask them questions that are pertinent to the subject and the atmosphere you want to build through the semester.
You will find more ideas and activities on their page.