Congrats! Far from my first time, here are a couple of well learned tips. Take a friend. Always remember, the salesman will be trying to sell you a car not help you buy one, so do your research, know what you want before getting in the hot seat. Then take a long test drive. Are you comfortable, have good visibility. Concentrate on how it handles, steering, brakes, turning radius. Can you easily reach the controls. During the drive pull over, check the radio and all the fun stuff. Back at the lot, don't be blinded by a shiny paint job. And that's a test drive. Good luck finding your car.
Any squeaks, grinding noises, or irregular sounds means possible trouble. If the car has over 120,000 miles, stay away. Ask as many questions about the car as possible. "Has the motor ever been rebuilt, transmission, has any repair been done?" Try to get a carfax report on it. The dealer has to answer your questions truthfully and if you get what he says in writing or on a recording, you can get him in jail if he lies.