President Barack Obama, following a tradition dating to at least Franklin D. Roosevelt, is calling his first address to Congress simply a speech, not a State of the Union address.
Since 1930, the only presidents to deliver a State of the Union speech immediately after taking office were Dwight Eisenhower in 1953, John F. Kennedy in 1961 and Lyndon B. Johnson in 1963. Others have chosen to focus on more narrow topics, such as energy in Jimmy Carter's first speech and the economy shortly after Ronald Reagan took office.
Obama is appearing before a joint session of Congress, not a joint meeting. Congress holds joint sessions for more formal events such as presidential addresses and counting electoral votes. Joint meetings take place when foreign dignitaries or prominent Americans talk to senators and representatives.
The Constitution only says that the president "shall from time to time give to the Congress information regarding the state of the union." Between John Adams in 1800 and Woodrow Wilson in 1913 no president actually appeared before Congress to deliver an address.