When I first started, I felt more nervous than a 13 yr old boy in a Super Model convention (and about has horny).
There is a few things you may want to know...
1) Most MPs, even if they don't tell you up front, allow you to view all the girls who are working and available. So if the one that comes first does not suit your fancy, ask to see the other girls. You are paying for the time, you may as well get someone you think you will enjoy.
2) Many MP web sites have a set of pictures up for most of the girls. These pics are not always accurate, but are usually close.
3) If there is someone in particular you want to see... PHONE ahead. If you wonder in, expecting to see a specific person, you may be sadly disappointed.
4) Check out reviews, both here and on Perb. Although there may be some bad reviews, you may want to look at a good cross section of reviews to decide if she is the one for you. Not every SP is for every guy. Many, like me, require at least some form of connection mentally as well as physical. so it can be pretty subjective.
5) Show up very presentable. I try to present my self the same way I would on a first date with a new GF. Quite frankly, your hygiene is just as important to her as hers is to you.
6) Be kind. She is another human too. You should not treat a GF badly, and you should not treat these lovely women badly either. You will find that you will get much more mileage being kind than you would if you were an ass.
7) I tend to not put $$ in an envelope. If the SP asks for it up front (which some do for new clients), just confirm her fees for what you want and dole it up. I tend to try to identify how much I am going to spend up front anyway. It keeps the awkwardness out of the play time.
8) Most important: RELAX... They are there to give you the time of your life. Enjoy the ride!
Hope this helps bro,
Happy Pooning!