I'll tell you exactly what I did my first time at a bar. I had never touched anything more than a beer before and had no idea what I wanted to drink. First thing is - what flavors do you like? are you a sweet tooth or savoury? are you good with sour flavors or do you prefer something light? Best thing to do is go up to the bartender and ask something like "heyz what would you recommend for someone who likes a sweet/sour etc, light drink? and they will be able to tell you are new to drinking and give you something that is easy to drink. I ended up with an apple cider and then later a slightly sour watermelon mint vodka mixer at another bartenders recommendation. Had a lovely night (and no hangover the next morning).

Dont be embarrassed to ask for recommendations, bartenders want you to enjoy your drinks, and anyone that shames you for not knowing drink names/labels is not a drinking buddy I'd hang out with again.