BEFORE YOU LEAVE HOME, make sure the tickets are in the car!!! It sounds obvious, but I'll bet everyone here has seen others who have made that mistake.
Get there at least four hours early. By 'there', I mean getting to the track area itself, not just parked. You'll want to visit all the displays, vendors, food trucks, and souvenir rigs.
I'd rent a scanner before buying one, especially if you don't expect to be going very often. You'll spend more on a good scanner and headsets than you'll spend on one race's tickets. You might want to ask friends if you can borrow theirs. A really cheap alternative is an FM radio, earbuds, and over-the-ear hearing protectors like you might wear when operating power equipment. If nothing else, do something to protect your hearing; ear plugs are available at many track vendors for a couple of dollars.
I've left coolers, blankets, ponchos, cameras, scanners, and seat cushions in the stands while I wander around. I've never had anything come up missing. For that matter, I've left grills, umbrellas, pop-up tents, tables, and chairs in the back of the truck and never had anything taken. Heck, I've left those items scattered AROUND the truck without problem. Your stuff is safer in the stands than in your own front yard.
Speaking of ponchos, they're cheap, lightweight, and don't take up much space. Hint, hint.
Before the race starts, talk to the people seated around you. If they cheer for the same driver you do, you can pull for him (or her) together. If they cheer for someone else, you can take shots at each other all night. You never know who you'll meet or where they're from. Last month at Darlington I sat beside a man from Vancouver BC. He was going from the Southern 500 to Myrtle Beach for several days, then catching the All-Star race in Charlotte before returning home.
Due to the glorious noise, it can be difficult to converse under the green flag. Get a small dry-erase board and pen so you can write notes to each other. Over the years my Dad and I have developed so many hand gestures we look like we're using a bizarre form of ASL.
You may want to consider going to the Nationwide race to get a feel for the layout, parking, etc.
Ditto what others have said about sunscreen, freezing some water bottles so they stay cold, toilet paper, soft-side coolers (usually 14" square; check the track's web page), recording the race, looking around the entire field to see where the best battles are, sunscreen, sub sandwiches, tailgating again while the parking lot clears out, and sunscreen.
Mostly, have fun. This is your first race; you only get one and most of us would love to have that experience again. You can't help but make a couple of mistakes, but laugh at them and don't fret the little stuff.
