Make sure that this is someone with whom you are comfortable in an intimate situation.
Make sure you have plenty of time, and will not be interupted. Make sure you are in a comfortable place - a hotel is nice if you can manage that.
Remember, it's an intimate act, not a competition or a race - no one is going to hand out gold medals if you reach an orgasm, or a wooden spoon if you don't!
The less expectations you bring, the less pressure you will both be under, so take your time and relax. It's not an exam, no-one is marking your technique,l so go with what feels comfortable for you.
Be sensitive to your partner and follow his or her signals, verbal or phycical, and remember, the first time is just that p- the first time, so you can be sure that you will both improvve with practise.
Hope this helps.