How am I supposed to feel about my first time?

Well the question should say it all, but I will elaborate. I want my first time to be absolutely perfect, even though I am completely positive that it won't go that way. I'm a little put off by the possibility of pain and the issue of, well, not knowing what in the world I'm doing! I plan on using protection and everything, but I just am confused about how I should feel. I thought I was nervous, but now I'm indecisive.