Hello Ryan, firstly it is good to get some advice from more experienced punters, especially those that know about the current escorts who are around.
I was in a similar situation back in 2002, when I first used an escort. I was young, painfully shy and nervous around women, very inexperienced sexually and wanted someone who would look after me for my first time. I did some research and spoke to punters on a long gone NE punting forum (can't remember the name) and made the right decision to see a well regarded professional escort who worked from pleasant surroundings.
What I would do is avoid the 'massage parlour' scene, these seem to be very hit and miss and could cause embarrassment and stress for a newbie. Extra services don't seem to be automatically offered or given at these places.
Best bet would be to go for a well regarded escort, either indie or someone from a refutable agency. I would suggest an hour appointment, as you can have time to relax, chat, cuddle and get comfortable rather than rush onto any sexual stuff.
I haven't seen her, but Keeva does seem to be highly regarded, mature in nature and professional. Could be a good choice for a first timer.