For a first try, I'd reccomend doing it with other people... a line maybe the size of a match or two, every 5-20 minutes (as you feel comfortable)... no more than maybe 1/2 gram per person throughout the first night. Space it out over 2-4 hours, and it should be a pretty enjoyable time.

Do be careful with this stuff though... I've never really felt it to be that addicting, but I've seen friends get pretty hooked by it, and waste tons of money and days of their lives just "having a good time".

If you don't think you can trust yourself to stop, then I strongly recommend never getting started.