Know Your RouteOn-sighting is not for first-timers. There are too many other factors for you to focus on other than where to go. Try a route you've climbed before, or climb a route you have seen others at your level climb before. If those are not an option, then I recommend learning how to read routes from the ground up or from a guide book. Know the rating, the gear needed, the techniques you'll need to use, and knowing where the crux is can sometimes be a blessing.
Get the Right GearThere's nothing worse than getting three quarters the way up a climb and running out of gear. Always take more than what you'll need, especially if you don't know whether most of your clips will be on the right or left side. If this is traditional lead, then I recommend planning and organizing your rack very carefully--perhaps even investigating others to find out the ideal rack for the route.
For most sport routes, some climbers are content using two draws with gates opposed for the anchors. I often do this myself, however, traditional anchors are far more complex and should be planned out carefully. In fact, if your first lead is on trad, I suggest you get intensive training on setting up anchors if no bolts are available.