A few things:

1. Drink a lot of water, but not an absurd amount. If you're not dancing or otherwise being very active, just have a few glasses of water through the experience. If you are, be sure to replenish the water you lose from sweating. E makes it hard to tell if you're getting tired/thirsty, and one of the most common e-related causes of death is dehydration.

2. Like nires said, watch what you say. If possible, be with a person (or people) that you feel entirely comfortable sharing secrets and such with.

3. Don't drink. Don't mix with other drugs unless you're sure it's safe.

4. Don't do anything stupid.

5. Enjoy!