Welcome to SMF, I remember my first smoke, I was just as excited as you are. I'm not familar with your smoker, but as it has been already stated you need to season it first, which is really quite simple, I sprayed the inside of my smoker with Pam, a cooking spray, and then heated it up to 350° for about 30 minutes.
I would suggest you start out with chicken for a first smoke because they are good for higher temperatures, 275°-325°, it will take some time to learn temperature control, chucks are easy, but all of mine have gone 16-19 hours and for a first cook you can be eatin' chicken in about an hour and a half or two.
A good shelf thermometer is a simple oven thermometer, later you will probably want to invest in a two probe thermometer like a Maverick that keeps tabs on grate temps and meat temps at the same time, after that a good instant read therm, and it just goes on an on from there.
Have a good smoke, chill, it will be ok, and post some pics, that is what we call Qview.
Gene