This is a pretty deep can of worms to open, but I can give you the general thought process I have when I'm with a women for the first time.
I pay attention to how she reacts to literally EVERYTHING that involves our bodies making contact. I use these reactions to direct what I'm doing. If I kiss a woman on her neck and she reacts positively, then I'll explore more around her neck, and ears. A positive reaction could be her lightly pressing into me, or a light moan, etc. I explore her entire body, either with my hands, lips, tongue...hell even when legs touch could give a reaction. I once dated a women who didn't know she could cum by having her thighs touched a certain way until I figured it out about her. haha.
When you've found these places, then that heightens her feeling and sensitivity once I'm inside her. Then, it's paying attention again, but you have to pay attention even more because sometimes people react during the act of of sex in a way they think they should react. Have you ever gotten a blowjob that wasn't good, but you still moaned anyway? Women do this too, no one wants to hurt the other's feelings because during sex (especially early on in a sexual relationship) everyone is nervous about something...mainly pleasing our new partner, so people will do fake things sometimes during the act of sex. You'll know when you do something she likes because she'll physically respond instead of vocally.
Once you're inside her, experiment with different angles. Even minute changes can cause a big change in the feeling for her and you. If I'm generalizing, a majority of the women I've been with, reacted more positively to angling my cock up as it enters. Most women's "g-spot" is only a few inches in, and up and most men want to fuck as hard and deep as they can, but if you enter her so you're putting pressure up and do that along the length, you'll essentially be massaging her g-spot while having sex. That, and playing with her clit while you're insider her. That can be too much stimulation for some, but they'll tell you if it is. If you notice she likes that you rub her clit while you're having sex, you could place her hand on her clit, just like she will never give you a better hand job than you can give yourself, you'll never rub her clit better than she can and she'll know how to maximize the experience with you insider her.
Also, experiment with positions, with rhythm, how hard or gently you go. And remember, the main event is going on between the legs, but there is plenty of other things going on outside of that. Where, and how you touch her while you're having sex counts, making eye contact, being a bit playful so she can relax as well, letting her feel at ease is almost as import as anything else. One women told me that when I whispered "you're so fucking sexy" in her ear, she instantly started enjoying herself more and was able to cum harder and more often than she had with other guys.
Its little things, every woman is different, and just pay attention. The other thing I've found helps is communicating beforehand, actually knowing the person, so there is a foundation of a relationship there. Making her feel at ease, and desired goes a long way. Not to say that's a one way street, you should feel comfortable and desired by her as well, sex isn't just one person's job.