Well, since it's the first day, the best thing to do would be to explain what a youkai is. Y'know, similarly to how we, as animals, learn of our own origin and what links us to the other animals.
...Though, youkai are really a different breed. I mean, while humans are animals, a succubus is a demon, and they're not at all related to, say, a water sprite, which is a type of fairy. They are both youkai, but they are in no way related. Youkai is, after all, more of a general term than a species. However, because of the sentience of many of the youkai species, we can simply look at a different youkai every class (or several related youkai for a couple of days).
Today, I'd suggest going over what the term "youkai" means and how it deals with all of us. Otherwise, we could simply start off with one of the youkai's origins and studies, and for history we could study interesting or pivotal points in history for the youkai.
Though...I would like to know if there are any non-youkai classes. I'd expect that there would be, ones about general history and human studies, since we are training to become humans; but that's just me.