A key clinical problem in psychiatry is predicting the diagnostic future of patients presenting with psychopathology for the first time. The objective of this study was to establish a comprehensive map of subsequent diagnoses after a first psychiatric hospital diagnosis. Through the Danish National Patient Registry, we identified patients aged 18 years or older with an inpatient or outpatient psychiatric hospital contact and who had received one of the 20 most common first-time psychiatric diagnoses (defined at the ICD-10 two-cipher level, F00–F99) between Jan 1, 1995, and Dec 31, 2008. For each first-time diagnosis, the 20 most frequent subsequent psychiatric diagnoses (F00–F99), and death, occurring during 10 years of follow-up were identified as outcomes. To assess diagnostic stability, we used social sequence analyses, assigning a subsequent diagnosis to each state with a length of 6 months following each first-time diagnosis. The subsequent diagnosis was defined as the last diagnosis given within each 6-month period. We calculated the normalised entropy of each sequence to show the uncertainty of predicting the states in a given sequence. Cox proportional hazards models were used to assess the risk of receiving a subsequent diagnosis (at the one-cipher level, F0–F9) after each first-time diagnosis. These data provide detailed information on possible diagnostic outcomes after a first-time presentation in a psychiatric hospital. This information could help clinicians to plan relevant follow-up and inform patients and families on the degree of diagnostic uncertainty associated with receiving a first psychiatric hospital diagnosis, as well as likely and unlikely trajectories of diagnostic progression.