I would use pads for my first period but if I were you I would try pads and tampons ( if you fell comfortable with them) and use what your more comfortable with although I would wear a pantie liner with the tampon in case of leakage and would highly recommend to buy pads with wings not without.

 First, find out for yourself what you feel most comfortable with, for many people, on their first period they use Pads/towels. If you feel confident using tampons or mestrual cups go ahead! What I would recomend is having some baby wipes, or femin hygine wipes in your bag, perhaps in a little pouch, because it can get messy when your new to things... :)

 Well, I'm almost 50 and only a few months ago heard about menstrual cups. I think they're amazing -- better for your body as well as the environment. They're a little expensive right off the bat, but in the long run they save you a TON. I've used tampons for years and years and can't believe how much I've paid to create a ton of landfill waste!

One side note: if you do choose tampons, be sure NOT to flush them -- even the OB brand, which I thought was flushable -- is NOT. They get caught in pipes and can back up toilets. We had to have a plumber come out after living in our house a year -- the toilet had flooded through three rooms -- it was disgusting! And turned out to be all my tampons caught in our main pipe ... Also, it cost us $75 for the plumber ...

Anyway, do some homework on what your body's anatomy is like, learn about options, etc. A good site is here: http://wiki.vaginapagina.com/index.php?title=Main_Page

There are also reusable pads like the Lunapad: http://lunapads.com/ . Just depends on what you're comfortable with.

Oh, if you do go with the reusable cups, go to youtube and watch some vids on how to insert/use them. I can't tell you how immensely helpful those vids were! Be patient and relax your body. One important thing mentioned often in blogs is that bearing down during removal is very helpful. And indeed it is.

No matter what you choose:

Don't be scared. Stay calm, Do your homework. Make informed choices. Be confident in yourself.