There are certain advantages to a woman being on top the first time. She can control depth and speed and, if aroused, can control the grinding of her clitoris against his pubic bone. Do not have real high expectations the first time; simply the anxiety of it is often enough to prevent total response.

Position your knees along his side so that his erection points at the introitus. Hold him in position and gently lower yourself. Then, do not bounce up and down or you will get tired very rapidly. Place your hands on his chest or the bed and rock forwards and backwards never sitting straight up. While in the "down" position, rubbing little circles is often better for the woman. When you sense his ejaculation, push down fully and hold still.

Many of us women are most receptive immediately after an orgasm. Perhaps he can go down on you first leaving you quite relaxed.

Take English horseback riding lessons. Posting at the trot is the same motion used when riding a man.
You use the bedsprings to help develop a continuing "bounce" while you move up and forward then down and back.
Remember: Experimenting with sex is fun!

Probably a good idea to be on top. That way you have more control on the speed of insertion of his penis. If it hurts, slow down. Have some lubricant handy. Even though my wife and I were extremely turned on the first time, because of the tightness, the lubricant really helped it slip in without a lot of pain for her. Then just experiment with the angle on what feels good to you. It may seem ackward at first just from trying to find the right position, getting his penis lined up right, where to put your weight etc., but the fun part is you get to practice over and over again. I would hate to go back to the first time level, but you need to start somewhere and the learning techniques for many different positions is part of the fun.