For the first time, I would recommend
1) Find someplace you will not be stressed out. It really sucks when your folks are due back in an hour, but then again could come in at any time. Get a hotel room if you can, someplace where you can take your time and not have to worry about someone barging in.
2) As others mentioned, use a condom.
3) Very important - as she's the one who might feel any pain or discomfort, let HER
control the operation for the first time. I.e. Let her be on top so that she can control the pace of things. You can have other forms of fun later.
P.S. If your first time turns out to be embarassing, fumbled, or otherwise just bloody awful, don't feel too bad - it's usually the case, especially when both of you are new at it, but it gets (a lot) better with a little practice.
The only thing you should feel when shooting a terrorist: Recoil.