I have very perverted friends, friends who are addicted to sex, friends who have kids, etc...I hang out with a variety of people to be honest.
Anyways, the things I have heard from my friends (which most of them are couples) are as follows.
For the first time:
1) Go Number 2 if you are the girl
2) Get lube condoms
3) Water based lube (NO WARMING STUFF!!!! I have heard it burns like the dickens, and it will make your first time uncomfortable if you do)
4) I have heard "Doggy style" works the best. Depending on the height of the guy, the best bet is to put yourself (if you are the girl) on the end of the bed, and let the guy stand.
5) Relax
6) Make sure to move slow. Let the guy control it, and make sure you tell him (if you are the girl) to move slow.
I keep hearing if I ever wanted to to take is slow...I have lots of friends who push me to have sex with my fiance. I get lots and lots of advice. My fiance and I have been together for 4.5 years and have never had sex (amazing I know) but we both get plenty of sex advice we have not used or have no use for...What I said has been repeated by many friends...