Social Security Disability Direct Deposit

I have received approval to receive Social Security Disability benefits. The approval letter arrived several months ago in the mail informing me of the monthly benefit amount as well as a start date of November 28, 2014. I understand that the monthly benefit amount is to be direct deposited. To my knowledge, I have not submitted my banking information to SS Administration. Will the first payment arrive by way of paper check through the mail or will a representative be contacting me for banking information?

Thanks! J.B.