At my last OB appointment, I came right out and asked how many twins my doctor had delivered. It's probably a question all expectant twin moms ask at some point; it didn't feel wrong or rude to ask
I would say definitely write down any questions you do come up with. I always forget to write them down and then I end up asking some during the appointment, some when I run back to the nurse's station, and some at the next appointment when I finally remember them
One important question to ask - if you don't already know the answer - is "What number do I call if I have any questions?" My doctor's office will transfer you right to my doctor's nurse and I can chat with her about any problems/questions/concerns. I don't know how other places work, and it's always good to know! On that note, don't be afraid to call if you feel like you need to! I've already called 5 or 6 times with various questions and they are always happy to answer them.
Another related question is "Where should I go in an emergency?" If the OB you're seeing is "attached" to one specific hospital, they will probably want you to go to the ER there if you have any problems. Also, most hospitals always have at least one OB on call at all times. Don't be afraid to call after hours if you are seriously worried about something!
Sorry, some of this is pretty OT!
You might also ask how often you should expect to have appointments. I've been going every 4 weeks and I keep forgetting to ask when to expect more frequent appointments!
