Generally you get a pink booklet (called "Sole Source"), a thicker yellow booklet (called "Weight Care With Cambridge") and a little green card for you to keep a record of your weights and measurements. Of course, if for some reason your counsellor didn't have all those booklets in stock, he or she may give you the remaining ones at your next visit. Also, although it is advised that we hand out the yellow booklet at the first visit, I know some counsellors don't like to do so as it gives lots of information about maintenance including recipes which might be a bit overwhelming for some people when they're just starting (me, I like to know what I'm in for).
Just ask your counsellor about it next time you see him/her. It may have just been an oversight.