The first Starfield story expansion is called Starfield: Shattered Space.
At the end of the Starfield Direct, Bethesda took us through the Starfield Collector's Editions and pre-order bonuses. Among those, the Starfield Premium Edition was confirmed, offering five days of Starfield Early Access, a skin pack, a digital soundtrack and artbook, and something called Starfield: Shattered Space, referencing the game's "first story expansion."
There's a lot to unpick there, and very little detail to go with. Shattered Space is clearly setting us up for post-launch content, and it seems that we might be looking at something in the vein of Skyrim's larger Dawnguard and Dragonborn expansion.
However, the suggestion that this is the 'first' Starfield expansion could point more firmly towards a collection of Fallout-style efforts. Bethesda and Obsidian tended to release a collection of slightly smaller narrative efforts for those games, although Fallout 4's Far Harbor was a notable exception.
It'll likely be a little while before we find out more - the Starfield release date is still several months away, and I'd be surprised if we saw Starfield Shattered Space substantially before 2024. Given how much Bethesda had to show off in that Starfield Direct, however, I'm not surprised that it's looking to cram as much as possible into the game - we just saw Star Wars-inspired ship combat, the biggest city Bethesda has ever built, and ships that you can turn into actual Transformers.
The ever-lovely Skyrim grandma just got her Starfield cameo.