Privacy, quiet. This can be a wonderful experience. You should have a strong connection with your partner, be in a safe and quiet location, perhaps a romantic meal, a movie and plenty of time. Take things slow, no pressure, and talk between the two of your throughout. Protection is important as well and is part of the mutual trust. Never be in a hurry for this.
First sexual encount. Just relax do not be nervous and let it be a pleasant experience. If you are a virgin then during the intercourse there may be some pain and bleeding if your hymen is intact. But after that it should be pleasant. Take your time in foreplay and let it be a good experiencs, but dont forget birth control and disease prevention. So be safe.