Aren't you here on a Tier 2? I wouldn't think you would need to attend an interview....
It's not an interview, it's just an appointment for you to watch someone else fill in a form (from what others have said).
Having been working already is fine. If you were working traditional salaried work, you would be taxed at the highest rate until they had your NI number, that's all. I can't imagine it will make a difference if you tell them you are looking for work or have already secured work.
I would take a few different proofs of address. Council tax, bank statement, drivers license, I imagine you have an NHS letter. Better to have a few items and know one will work than to find out they don't like the one you brought. I'm guessing the DL is not enough, as they LOVE a piece of mail.
It should be very quick and very easy.