Here at Western Carolina University, my students are fortunate to be accompanied by piano faculty when they perform in recital. Whenever possible, I like to attend their rehearsals so I can help them through any ensemble issues that might arise and offer feedback to the student on how to improve their performance before they take it to the public. Many of my students have never performed with a piano until they get to college.
The number one piece of advice I would give to any student preparing to rehearse with an accompanist for the first time is: Know the score! You really need to know the piano part in great detail. (Obviously, before you get with your accompanist, you better have YOUR part absolutely nailed!) Knowing the score, and how your two parts interact and fit together, will make rehearsals run MUCH smoother, and will allow you to actually play as an ensemble rather than as a soloist with some nice piano music playing along.
So, how do you get to know the score? Spend some time looking at it while listening to a recording of the piece, and notice how the parts interact. Yes, you are the soloist, but there are times when you will need to listen and react to what the piano is playing. This is especially true if you're playing a sonata, like the Beethoven, where the horn and piano are more equal partners. As you're listening, mark some cues in your part that tell you which beat the piano plays on, or what rhythmic pattern they have. This will save valuable time during rehearsals (rehearsal time is money!). Also, listen to the piece over and over even without looking at the score, so you get the music inside you, and you can hum the piano part while the horn part is resting. When you practice, have the accompaniment running in your mind vividly, like a soundtrack.
In addition to knowing the score, the next best piece of advice I can give for playing with an accompanist is to lead. Play with confidence, and establish your tempo, and your accompanist will fall right in line. This assumes that you have a clear musical plan, and that you have practiced enough that you can execute it. (Remember, you also need to know when to follow, and that comes from knowing the score.)
The best part about making music is making music with other people. So, know the score, and you'll be able to make music with your accompanist instead of just making music next to them!