You're both new to it, who the fuck you tryin to impress, anyway? I think sex between two people for more than the lust of it, which seems to be your case, is a beautiful thing not to be cheapened by attempts to run the sexual encounter out of a how-to book.
GO SLOW. She will, in high likelihood, be sore at first. To help alleviate this, make sure you enjoy lots of foreplay beforehand. Besides, foreplay is half the fun of sex, and any decent partner wants to do what they can to stoke the fire of their lover prior to sex.
If you're doing something, and she likes it, go with that. If you're getting nothing from her or it's painful for some reason, try something else. You have what few have- a totally clean slate. You will never be able to regain this feeling of new exploration, even with another virgin- because from now on, you will no longer be a virgin, and will be influenced by what you have already done.
If she's on birth control, and has been for at least a month, make sure you both understand what happens if you have sex without a condom and it fails. Otherwise, use condoms.
Since you're new, just a few things-
1. If she's not on birth control, and you don't use a condom, YES YOU CAN GET HER PREGNANT EVEN IF YOU "PULL OUT" prior to ejaculation. Well before ejaculation is precum, and that contains enough sperm to make a baby. And, quite honestly, you probably will not have the ability to time a pull-out correctly just yet anyway.
2. Use lube, or lubricated condoms. It will save on soreness due to excessive dryness.
3. While pleasurable, anal sex is not the same as vaginal sex. Keep your dick out of there until you're at least familiar with the motions of regular sex. Example: The vagina will expand rather easily to accomodate the penis, the anus does not. It needs to be worked out slowly until there is sufficient room for penetration- this is important because if you go in too early, you risk causing severe damage to her anal tissue, etc., including bleeding.
4. How many different ways? There are shitloads of ways to position yourself, and the girl, for vaginal penetration. Some work better than others- some don't do shit, some will make her scream your name. It's your job to find them out. Doggie-style is a popular position among the ladies, give it a try. Also, let her get on top- she'll be glad you did. Look for positions here on the TFP or elsewhere for creative ideas. Not all positions are for everyone.
5. Have I applied enough lubricant? Probably not. There's almost no such thing as too much.
6. Nipples? Nipples are fun to play with, and most girls thoroughly enjoy a little sucking, licking, tweaking, etc... but play nice with them- unless she likes it rough, like your mom does. Sorry, couldn't resist. lol
7. The whole thing about foreplay... foreplay is important because it gets everyone's engines running. The more foreplay before sex, the closer to orgasm and more excited she is, and sex will be much more enjoyable and more lilely result in her having an orgasm. Only about 33% of women can orgasm from sexual intercourse alone, so think about that when you think of skipping or shortening foreplay. You will get off pretty much every time, she will not- but you should try like hell to get her to.
Alright, sorry this was long, but I had time and wanted to help. Good luck, keep is informed, and welcome to the TFP, the BEST online community there is.