The first time running a game is certainly a learning experience. My first experience was when my group transitioned from my first time playing through a Forge of Fury campaign to a Ghosts of Saltmarsh game I ran. Mild spoilers for the adventure will follow...
I remember being very concerned about making sure the monster's worked in Roll20, and that the maps were built with darkness effects and line of sight barriers. The adventure hooks were perhaps wanting, but I had a veteran group of players that had mostly started in 3rd Edition and were particularly starved for playtime. They were very kind to me and I will always be thankful for them playing with me as I learned and made mistakes.
The group heard about the haunted house near the town of Saltmarsh with strange lights in a tavern called the Wicker Goat. They all met there in that tavern (I know, clique). One player kept their character from the previous campaign, a Circle of Wildfire Druid. Then there was a Battle Smith Artificer, a Tempest Cleric, and an Arcane Archer Fighter. I'll always love those characters and the players. I saved copies of their sheets at the end of the campaign before I moved, hoping that if we ever are in closer time zones we'll be able to play again.
The first combat I ever ran was an owlbear out front of the house. The players seemed to enjoy it, but they were all fairly optimized level 5 characters. The party totally annihilated that poor owlbear. I also discovered that hallways only one square wide don't make for very good combat encounters. The quarters were just too tight to let them really use abilities and all get involved. It wasn't as fun as I wanted it to be, even if it made it a little more "challenging." In the bandit hideout under the house I ended up throwing at least 12 bandits at them, including some bugbears from Nord Games Ultimate Bestiary: Revenge of the Horde. I didn't understand stealth rules that well, so I may have unfairly penalized them, but they handled pretty much anything I threw at them.
It was hard to know what and how to prepare for the first time running. I think that practice and hours of time running the game helps you as a GM, but everyone starts somewhere. I am still experimenting with new adventures, scenario structures, and mechanics, but I think that's part of the fun of becoming a GM. Each session is a little different as you learn and explore new aspects of running the game.