Arrival:
I believe 30-45 minutes early is the best time to get to your venue. It ensures ticket availability and also you get your pick of the landscape inside.
Entering the Venue
As you enter the venue you want to identify where the exits are, where you can find access to water, bathrooms, and also the "RaveSafety" tables you will often see with information and warnings for you.
Pre-show
Before the DJ's go on with their sets they will be playing music to get the vibe for the night set in before performances even start. This is the time you want to spend finding a place to settle into for at least the first portion of the night.
During the Show & Leaving
Just have fun! Keep safety concerns in mind, but have fun. This is a fun experience, a euphoric paradise this is what you have been so curious about. Hopefully you didn't come alone stay with the people you came with and move through crowds together no one should be alone at any point in the night. At the end of the night if you and your travel buddy are separated from the main group just proceed outside and call or meet at a previously agreed upon location.