We've all been there when we've had our first ever game. It's a very nervous experience as it would be the first time playing under more pressure than you're used to. It's very much recommended if you accompany with a more experienced player on your first trek to the golf course so that you can ease your way in to the experience. Typically when making a booking for your first ever game, mention to the Golf Club where you're planning to play, that you are beginner and they'll more than likely recommend a good time for you to come down when it's less busy. This will usually be in the afternoons during the week.
When embarking to go on the course it is best to have a very simple game plan. This would mean often using only certain clubs that are very forgiving such as your 7 iron or even your 9 iron. Play these clubs frequently as this will give you confidence not only off the tee but also on the fairway. Once near the green have your first option to use the putter. You could use the putter up to 20-30m out if you feel confident doing so. The other great tip is to use a tee for all shots not on the green. Only in competitions do you have to play the ball on the grass. You want to try and have the most positive experience early on and take all pressure off trying to hit a perfect shot on grass.
Also when going out for your first time don't get too concerned about your score, just enjoy the experience and take note of any strengths and weaknesses in order to try and improve for your next game. Also pace of play etiquette is also very good to learn early on. In a nutshell the golf course likes for all groups to try and keep up with the group in front. When you find yourself falling behind this pace, you could either just pick your ball up and disregard your score or allow the group behind to go through. As long as your mindful of the position in the field, other golfers behind you will be perfectly understandable that you're a beginner golfer.
Lastly just keep in mind basic rules of the course. That includes repairing your divots with sand or the displaced grass, raking the bunkers if you indeed hit your shot in the trap and playing off the right tees (Generally white tees for Men and Red Tees for Ladies.
If you'd like any more advice or strategies on how to play as a beginner just let me know.