For a first date (any date, really, but especially a first date) do something that you know YOU enjoy. That way even if she's a completely frigid bitch, you still got to spend time doing something you enjoy.
Keep it low key, don't want to waste money or energy on something that Isn't certain. If you know of something that is casual and she would like then go for it. Unless she is high maintenance then she will expect nothing short of the eiffel tower and fireworks