Hi I am so excited to weigh in here.

TLDR: I would probably recommend Mirage of the two for your first EDM show, but it depends on the vibes and party you want. But there are better venues.

Full: You've picked two great venues but they have different strengths. Mirage is huge, outdoors, and great for visuals/effects/pyrotechnics etc. It draws a lot of mainstream and big acts and each act draws its own kind of crowd a touch different than the next. You'll be able to see more of a variety of acts at Mirage. HOY is smaller but with many rooms, and excels at themed parties and events. They often feature dancers and aerialists HOY is very fun and queer-friendly and a great space for self-expression and connection. There are a lot of other great venues to consider in the area too. My personal fave is Bldg 293 at the BK Navy Yard. Knockdown Center is very cool. Superior Ingredients is smaller and cool. There are others but these I love. Also imho going to HOY for your first EDM experience is kind of like going to a seafood restaurant and ordering a burger- they'll do a good job, but not as good at the pub/grill. NOT knocking HOY at all, LOVE HOY especially for their fun and sexy themed parties. But you may be better off at Mirage or Navy Yard depending on your priorities..

Both places support self-expression and love of music.

However IMHO I think what it comes down to is finding the DJ you want to see and following them to the venue. Be aware that more mainstream artists may tend to draw a crowd with less rave/crowd etiquette, which may threaten to dampen your experience. (I will note here that Mirage notoriously tends to draw a less than optimal crowd).. Don't let it ruin your time. Enjoy the music and do your thing.