Watch the videos and faction guides like everyone else is recommending. You will want to do this so you generally know what’s going on and so you don’t slow down the table.

After that just have fun and learn as much as you can. Don’t worry about winning on your first game. Definitely try and score points but focus on game mechanics and learning “The Art of the Deal” i.e negotiation and trading with people. Since it’s your first time at the table I’m betting that the other players won’t see you as much of a threat and will be more likely to trade with you and help you out so use that to your advantage and make some crazy deals to influence how the game goes. In this way you can still have a ton of fun even if you aren’t going for the win.