First of all, it is wiser and important to be careful about who you choose to go on a first date with. Everyone agrees that the purpose of dating is to get to know someone, so while you do not have to not a lot about a person before taking them on a first date, it is helpful to at least know something of the person you will be sharing the date with. If you do not know them personally, be sure that one of your friends or family members knows that person at least a little. You will save yourself time, energy and perhaps disappointment by choosing wisely who you will share a first date with.
Another bit of advice about a first date is to agree to do something that you both enjoy. There is perhaps nothing worse than going on a first date only to hate the activity you are doing. If, for example, you hate bowling with a passion, then perhaps agreeing to bowl on a first date is not the best choice for you. Doing something you do not enjoy may hinder your ability to enjoy the person you are with, which is, after all, the whole point of the first date.
Remember that the first date is not all about you. Start right from the beginning by showing genuine interest in whoever you are with. Everyone loves it when someone asks great questions and seems to genuinely care about their life. If you have trouble thinking of questions off the top of your head, perhaps it would be wise for you to think of a few good questions before you head off on your date. Do whatever it takes to show the person you are with that you care enough to ask them questions.
You can never know if you will really enjoy the person you are with or if you will feel comfortable with them until you get into the first date, so make sure that you have given yourself good boundaries for your date. Put a time limit on the date right from the beginning so that you know when the end is near. This is especially helpful if the first date turns out to be less than ideal (which, unfortunately, happens more than you might think).
First dates, when done well, can be a great first step in getting to know someone great. So take your time and do first dates with care.