Note that you can vote EARLY by going to designated early-voting sites. I recommend this, as it's much less crowded than on actual Election Day--so if you're worried about looking ignorant or having questions, this is a great way to do your "virgin voting"

I went directly to the County Board of Elections downtown, and there were tons of volunteers around to assist people. That one may not be convenient for you, but there are more and more early voting sites opening up.
Plus, the more people who vote early, the less the likelihood of long lines and problems for all around on May 6.