As everyone's mentioned, confidence is key and so is "just being yourself," which can make things challenging if you're a bit nebbishy. I'm a beta male to my very core. Just not an aggro guy at all. I think that's why I've been attracting a certain type of woman of the past few years: the type that has wasted too much time on doucehbags and wants a change of pace. Then they eventually realized they're happier with douchebags, but that's a rant for a whole other thread.
If you're shy and inexperienced with women, it's going to be challenging to do everything right on the first date. So be prepared to make a couple of mistakes. Just don't agonize over minor slip-ups. Things you should focus on are no-brainers: opening doors for her, offering to pay, telling her she looks nice These things go a long way towards demonstrating the fact that you're a nice guy. Doucehbags don't do this sort of thing. She'll forgive you if you don't like "Glee," so long as you don't leave her standing outside the passenger door of your car while you pile in on the other side.
When it comes to conversation, avoid topics like sex, politics and religion -- the types of things that should stay out of polite conversation. At 21, these tend to be topics that you kids pretty much are only interested in talking about. But these are topics that should be reserved for a subsequent date, once you've gotten comfortable with each other. What's important is to get her talking about her life, her hobbies, her interests, fun breezy topics where you can hopefully share common interests.
Also, see if there's chemistry. The date is entirely about you impressing her. If you guys don't click, if you don't fall into a comfortable groove and feel like you've only been talking for 20 minutes when it's actually been three hours, then it's probably not a good match. It's neither person's fault. It's just one of those things.
And whatever you do, no matter how many of your friends suggest it, stay the fuck away from Internet dating.