Make sure that you are using proper protection when you have sex. This includes wearing a condom (preferably lubricated with a spermicide) and, to be extra safe have your partner use a contraceptive as well. Last thing you need is an unwanted pregnancy or catching an STD should your partner have one.
Read the instructions on the condom package to make sure you know how to use the condom and how to dispose of it. If you've never used one before I'd suggest practicing putting one on and taking it off to make sure you know how well before you have your first sexual encounter.