AFAIK, officially your initial call should only contain the addressing agency and the callsign. "Heathrow Tower, G-ABCD". This is particularly true if you have a long message or request to pass.
However what I've heard from various ATC people is that they appreciate that you prepare them for what's coming. "Heathrow Tower, G-ABCD for zone transit". They can then decide to give you attention straight away, or ask you to standby for a short while.
And if your request or message is really short, you can simply put the request or message in the initial call. "Heathrow Tower, G-ABCD ready for departure". (This typically assumes that the tower already knows about you because you've been talking to delivery/ground/startup/whatever previously.)