Start in a Massage Parlour. I started with an SP the first three times, and it was a complete waste, IMHO. MPs are a little more impersonal, and you can work up from there.
Don't go for FS initially, as it might be too stressful, and you could come out disappointed at best or disillusioned at worse.
Try the massage, and if you are comfortable with the girl, go for the HJ. Don't worry if you can't get hard the first time. Let the girl know this is your first time; a good one will take it easy, and not come on too strong with the extras.
As for FS, wait until you find someone you are comfortable with, and who has a personality that suits you.
{IMPORTANT} Don't accept just anyone the establishment offers you, but insist on seeing the line-up. If they balk, walk out; they'll change their tune fast enough. You might find Asian girls more accommodating and patient, as sex is not as much of a taboo in most Asian cultures. I'm sure some might dispute this assertion, but that is my $0.02 anyway...