My advice is to smoke at a place where you can be relaxed and not worry about anyone finding you and ruining your high.

Smoking with a group of close friends will ALWAYS make your experiences better, specially for a first time since you'll have someone to talk to, which can help if you're feeling uneasy.

Start with small hits and make sure you take them to your lungs. A good way to do this is to take hits that won't fill your mouth completely (or lungs if you take it straight to them like I do) and then just keep inhaling air.

Keep in mind that if you take too much smoke and you keep inhaling, it'll be hard to hold the smoke in and might make you cough or maybe want to throw up.

Stick to small hits at first so you can get used to it, and don't let not feeling anything a first time discourage you, if that happens. It'll almost always work on the second time if it doesn't on the first.

Relaxing music also helps you stay in a nice mood.

Peace, and enjoy the bud.