The title, Alanna: The First Adventure is one of those straightforward titles that is like, "Guess what? The book is named after the main character!" Subtle, we know.
But it also clues us into a few other things, like there's going to be at least one adventure in this book. Because you totally didn't see that coming. Sorry to spoil it for you.
Also, the whole "First Adventure" bits sets us up to realize that Alanna is pretty new to all this. We follow her progress as she makes friends and allies, and learns how to do her job (which is being a knight-in-training). Because of the visions she has of the Black City with Maude and during the Sweating Fever, we know that something major is gonna go down there, something that will, in fact, be Alanna's first big adventure.
So we get to watch Alanna prepare for this trial without knowing exactly what she's preparing for. It takes her a while to get the hang of being a page, but once she does, and once she kicks some Nameless Ones butt, we know she's going to keep having adventures and being awesome. Plus, if there's a first adventure, we kind of suspect there's going to be a second. Yes, please.