As this is your first time and you don't know how are you going to react to it, my advise is:

1.- Try to do it on a calm and peaceful place if possible, the idea is not to stress yourself by things like people, cops, DEA u knoe that busting ur arse feelin', even if it's not true, you may freak yourself out, alone is fine.
2.- If you can share it with a good and trusty friend, the better, i.e. dont go to crazy and overexpose yourself, I recall a couple of friends screaming down the street smoking, and messin' with people, and that is no good at all, it was a bit their nature, but got accented by the high and they won't care at the time... ah that wonderful feeling.
3.- Dont despair if at the beginning or even the first time you dont feel too much, trust me It will hit you sooner or later (unless you smoke real bad seedy-branchy stuff, then you can get a headache).
4.- Put some real attention to the experience, at least for me is something I will never forget.
5.- Music, you will notice it, everthing is more vibrant, your own senses too.
6.- Watch a movie, play a game, eat/drink and enjoy the greatest 'whatever you are eating' taste in your life.
7.- Have some sunglasses or eyedrops handy , just in case you expect to see somebody that may freak out.
8.- How sleepy/munchy or not, is going to depend on the specific weed, but always keep things lubricated, have some water or a cold drink handy.
9.- If you do it on a closed room and there is too much smoke, (fog like... where is my nose... or ...thats not my finger b****... heheh ), consider a change of clothes or some aromatic incense, again specially if you are seeing non weed smoking people afterwards.

but whatever you do don't forget to: --> RELAX AND ENJOY!!! <--

Have a good one.