Punctuality is a virtue. You should arrive for 4 pm appointment by the time specified, and more preferably 10-15 minutes early. This empty time will help you relax and change. And who knows, you get benefitted with a bonus steam bath and sauna in this free time?
They may be of any nature: your relationship with your husband, kids and in laws. It's best no to discuss and fret about personal problems at a spa appointment. However, you may discuss your stress related issues with your physician.