I don't if you like electronic music, but even if you don't, your first time rolling is as good time as ever to check it out. I'd suggest downloading the "In Search of Sunrise 1 + ISOS2" album. It's DJ mix by Tiesto featuring some very good trance artists. It won't disappoint you. You feel like you're in heaven or something. Consider looking in the rolling songs thread to discover gems like
this. Even if EDM isn't your thing, you definitely should consider listening to some of your favorite music on E, it's beautiful.
Regarding the set, well doing E with a good friend is about all you need for your first time. You'll feel a special connection to your friend and other friends that you care about. There will be a very strong sense of acceptance and joy. All that good stuff...
You might also consider getting some gum or Magnesium supplements to help with the jaw clenching. Have a light meal a few hours before rolling. Maybe a salad or something. Don't eat anything to heavy.
Avoid processed foods on the next day, try something healthy to help your body recover. It's possible you'll feel lethargic the next day, so make sure you don't have anything plan. Just try and chill and relax. Maybe go for a light gym session or something if you're up for it.
If you're chilling at home, consider having something nice and soft. Maybe some glow sticks or black lights or something. They look really cool. As long as you have comfortable home environment (with music) you should be good. Everything will come naturally and you don't really need to plan ahead.
Enjoy!