What Frank said, plus everyone else.
But I'll add a few, most of which pertain to handguns:
If you have the opportunity, shoot a .22 caliber revolver, pistol, or rifle. You can shoot hundreds of rounds for pennies, and you learn how a firearm feels in your hands and what a trigger pull feels like without the big "bang" of a large caliber round.
Unless you are a thrill seeker, avoid .357 magnums, .44 magnums, 10 mm, or other "hot" rounds. I've seen people start out with those, and then learn the very bad habit of anticipating recoil.
The shorter the barrel, the greater the recoil.
If you go past .22 caliber rounds, then .38 specials and 9mm rounds are nice to shoot without any unreasonable recoil.
Always use the first pad on your trigger finger on the trigger, not the 2nd pad.
I've had an FBI firearm instructor help me with anticipating recoil. We used a large frame revolver, loaded with .38 special "wadcutters" - a target round with very little recoil. He had me dry-fire the revolver with a quarter resting on the top of the frame. Then we shot wadcutters with the quarter in the same spot. That exercise helped tame a tendency to anticipate recoil.
As for safety, it's pretty well covered above. However, before going down range to change targets, ensure - visually - that all firearms are laying on the table or bench, breech open, with no one handling them whatsoever. If you haven't done that, don't go downrange. If you are uncomfortable saying anything, have your host say something. Likewise, when someone else is down range, ensure your firearm is set down, breech open, and do not touch it or go near it. Safety is everyone's responsibility, even if you are new.
Have fun!
)
Sorry Dave, couldn't resist... 
