I insisted that i watch my first as well, as the guy who invited me to shoot, told me i had to shoot my first (jokingly) he insisted i do so. I was nervous as hell, but it was fun. I still get nervous/anxious when i go to bigger matches. Technically i shoot a USPSA match every friday but it's with all friends and at the gun club, it's more or less practice. When i go to byrum or Glenn i'm nervous. The main thing stressed to me by ROs was don't try to win or go fast your first time, just have fun and be safe. Though since getting dqed in byrum safety has been on my mind, last tournament i shot was in Glenn and though i didn't get DQed i shot the worst i ever have to date. First match is free, i say if you feel you have enough fundamentals, and are comfortable go for it.
As far as shooting this is JMO but learn how to shoot accurately before fast. Maybe i get that from rifles but accuracy is of prime importance to me.
Then I heard the voice of the Lord saying, "Whom shall I send? And who will go for us?" And I said, "Here am I. Send me."