First time is rarely especially good. This applies to more or less all substances.
MDMA comes to mind. I've also heard (though not tried, nor will I) the harder narcotics such as heroine and meth are almost never as good as the first time.
The first time being the best time is often exactly why people become addicts.
Not to downplay all obvious and less obvious hazards of these 'harder' narcotics, just saying the whole 'first time being the best time' as an explanation of why exactly people become addicts relies very much on hearsay. It's the sort of language that came with the whole war-on-drugs-thing, and does not reflect reality.
Now, an important factor here is that a first time often comes with anxiety, insecurity, and even fear. With many substances these feelings get amplified so that makes the entire experience be mediocre or even bad. Especially for that, I think it's very important to experience this in a safe, loving, caring and depending on the type taken, controllable, silent, busy, energetic, dark, light etc environment.