If you're going to use heroin your first time, use it with someone who has some experience with it.
I cannot stress this enough.
I have seen people snort keybumps of heroin and end up puking for 8 hours straight because they had absolutely no tolerance to heroin and it was that strong.
On the other hand it could be very weak and you may be able to snort an entire $20 bag, vial or wrap.
The prices and quality of heroin vary greatly. So does the form it comes in. It can be a white or grey powder, light tan to almost black rocks, or a tar. Neither of those forms say anything about the strength or purity.
I understand the excitement of trying something new, but when you're playing with heroin, you're playing in the Majors.
If you have tar, smoke it. If you have any other form, powder or rocks, snort it. Crush the rocks up into a fine powder first, of course. And start off SMALL. Wait 5 minutes before consuming more. Work your way up until you're comfortable. When you snort heroin it generally takes between 5-10 minutes to feel the full effects. It doesn't come on as fast as many other powdered drugs.
Expect itching and naseau. Don't try to go overboard and get to the point where you are having to force yourself to keep awake.
Injection should really be out of the question for a first time use.
And again, I really recommend that if you are going to use it, you use it with someone that has some experience instead of jumping blindly in.