Well, it's kind of hard to explain what MDMA feels like to someone that hasn't done it before :D furthermore it can differ quite a bit depending on the person. For me it's a bit like the first time I fell in love, times a thousand and directed at the entire world and everyone in it. For a few hours everything is exactly how it should be, I'm there with exactly the people I need to be there with and I'm completely at peace. That explanation doesn't do it justice at all by the way, but it's the closest I can get to explaining how it feels
As for the setting, that doesn't matter all that much in my opinion, it can be awesome at home with good friends, at a rave and indeed even in a bar, if it's the right kind of bar. Make sure nobody cares that you're rolling, if there's people there that can't see you're under the influence, or if it's generally not accepted in that bar, it's going to take away from the experience. A hookah bar wouldn't be my choice for my first roll, as there's probably a lot of sober people there and so you might be a bit restrained. MDMA is at its best when you can let go completely, and I don't see that happening in a hookah bar, but I could be wrong. The more people around you that are on the same level (so: also rolling) the better it's going to be. If you don't want to roll at a rave, why not choose a more intimate setting, like at home with your best friends and some good music?
Did you test your pills with
a testkit by the way? If you haven't, it's a good idea to do so first, so you know it's really MDMA you're putting into your body and not something more toxic, which is entirely possible