We talk about anything. How good the area is, how heartwarming it is to have a picnic, what we're going to eat later, how she/I cooked it, how things were going, then transitioning to things that are interest to us, and then going to talk about childhood, dreams, career, and goals in life.
Or general things we observe in life, or common observation about boys and girls in general. There's so many to talk about. = ) Just keep it fun and interesting.
Just keep out of politics, religion, violence, abuse, racism, horrors, discrimination and the like.
Talk about how your day went, something fun you did recently, ummm yeah. Lol first dates are always awkward :P
I usually just make up a story where something funny or dumb happened to me. Yeah I'm lying but it keeps the convo going in a fun/light way.
Since you're going on a picnic, are you making the food or buying something and eating it out there? If you're making something, tell him a story of you made it wrong the first time because blah blah blah happened. Just remember to keep the topics light... nothing too personal, no job questions, no ex talk, etc.