First gig wasn't actually a gig. At least it I wouldn't call it that.
Played for Church (it's a small Church) and kept playing for the next year and the year after that...Then after a few bandmates graduated from high school (apparently uni gave them all the time in the world to explore things
) they decided to form a band. I was still in school at the time but they got me to play guitar anyway since I was the only constantly active guitarist.
Even then I wouldn't call what we performed in a gig. We played for friends' birthdays and for other Church/friendly occasions.
My so-called real gig though, was when I played to the school with a friend as part of a sort of graduation thing. We had other more serious musos before us who played great original jazz compositions and covers. Friend and I though, whipped out our acoustic guitars and stood before the mics. Yep, Tenacious D. We covered "Tribute" :mrgreen:
Oh man, that was brilliant. We churned the lyrics to fit a satirical context of school life and teachers and students alike loved it.
As for tips when gigging, I personally enjoy communicating with the audience. One thing I commonly do while everyone else is setting up is tell jokes or anecdotes. BUT, tell them in a singing voice while playing the guitar (if you're a vox/guitar guy/girl or get guitarist to play a simple chord progression)
Another thing to do is speak among the band. Perhaps give each member a microphone whether or not they're singing. It's great talking to the lead guitarist who's busy adjusting his effects and bagging each other. You really want to psyche the audience up (not out) to make the whole gig not just an experience of your musical talent but an EXPERIENCE (you know, the ones you actually remember).
The best thing you can do is really be yourself. People will love you and hate (not necessarily a bad thing either) you for it rather than simply hating you for mimicking old fads.
Audience participation is a must. Cut the loud music and avoid screaming just in case your audience really isn't enjoying your music. Get them to clap along to simple beats, shout back "OOHAH" or your lyrics or whatever. People really love to go to gigs to experience the attitudes and musings of the band more often than just listening to music.
I always treat gigging as a sort of stand-up comedy or on-stage drama/skit. Never put yourself as the one making the music. Rather, have yourself be the music to the audience in what they want to hear, say, feel and do.
Besides, cheetos and beer go swimmingly well. Swimmingly in the good sense I mean. 
