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.