You could read The BIG Fav thing to do in a LD topic if you want to get inspired. In the BIG “My first LD” collection you can read other people their first Lucid Dreams, and you can see what they did it.
I don’t think there is one thing that would be the best to try on your first LD. There will most likely follow more lucid dreams anyway, and it all depends on the person’s nature what would be the “best”. As said above flying is a thing that is often done in first Lucid Dreams, but it’s not necesairly the best. Just do what you want or what you feel like.