Good advice here. Research, research, research. Once you have chosen an established provider with a good reputation, I think it's probably best to let her know up-front that it is your first time. A good provider can help your first experience go smoothly if she knows.
There are several ladies here on the Panhandle board that would make excellent first choices for a newbie.
I still remember my first hobby experience. It was at a "massage parlor" in Lexington KY almost 30 years ago, not an AMP, but a similar setup with caucasian and hispanic ladies rather than asians. No internet to use for research back then.
I actually walked in the door and walked right back out 3 times over the span of about a week before I worked up the nerve to stay.
A lovely hispanic gal of about 20 years took me by the hand and before very long all my nervousness was gone.
That's not to say that I don't still get nervous. I still do just about every time I meet a provider for the first time. I think it's part of the thrill.