Choose your place carefully. If you're near the front you will get squashed. Having said that, if you're right at the front you will only be pushed from behind, not from all directions! But you will get crowd surfers dropping on your head. Ouch! If you're small you may get as good a view from the balcony as from the crash barrier. If you are at the front you generally won't be able to pop out for drinks.
Some places won't let you take cameras in. In some you'll even have your cameras taken off you. If you take one in, it's at your own risk. Oh, and don't use flash and blind the band every few seconds!
Wear something sensible! Chances are you will get very hot. And those huge spikes might seem a clever idea when you're getting dressed, but not when you impale everyone around you. Girls, don't wear mega expensive clothes as you may well get beer poured over you! High heels are generally a bad idea, but if you do insist on wearing them then keep some ballet pumps in your bag to walk home.
You don't have to mosh / crowd surf if you don't want to. Some places will throw out crowd surfers. If you don't want to mosh, just take a step back. If you're at an emo or nu metal gig, chances are there will be a lot of people with no respect who may try to pull you into a mosh / slam you / behave like idiots. Steer well clear of them! And don't flame me for saying that. It's only in the last five years I've ever been seriously injured. And you don't get battered at indie gigs, do you? And here a general word on respect. If you see someone in trouble or drop something then help them. They're out for a good night too!
If you want to meet the band, it should be possible at most places. You can usually find the tourbus. Please bear in mind that the band has just put on a show so they may not have time to sign all 400 CDs you have brought. They are not being horrible if they don't have time to spend a whole evening with you, they may just be busy.
If you're under legal drinking age where you are, don't try to buy it. Especially if you look it. You may get yourself thrown out. And if it's an 18+ gig then if you're under that you may well not get in from the start. It's a waste of money and effort. The bar and security staff are not there to ruin your fun. If they get caught not IDing they can lose their jobs.
Why not check out support bands? Some of my favourite bands I've come across by accident when they've supported someone else. It takes guts to play in front of an audience who've never heard of you. At least give them a fair chance.
There may be a fan meet before the gig. Check out the band's messageboard to see if this is the case. You can make new friends and have a crowd to hang out with at the gig.
Please don't do that fish action “pretending to know the lyrics” thing. You can spot it a mile off. Sing along if you want, but don't fake it. It makes you look silly.
Pure personal prejudice here, but you do not have to wear a band's t-shirt to their gigs. The fact your there suggests you're a fan. Though if you are there for the support band it can be a nice show of support.
Be prepared! Do you know where the venue is? What time are doors? Are you getting picked up? Do you have a place to meet if you can't hear your mobiles and you get separated? It sounds obvious but it's no fun losing all your friends in a crowd. Or hanging around in the cold for hours because you didn't check times. Oh, and if you can have a bottle of water with you. Most venues don't mind this and you'll be grateful later.
More on respect. If water is passed out by security it's for everyone, not just you!
If you're handed a flyer you don't have to throw it on the floor. A mass of sticky flyers makes a very slippery surface!
If you get into trouble, then security are there to help you. Honest.
Last of all, this is your first gig, and you will be judged on it for the rest of eternity. Make sure it's someone you actually like.