Modern printers (Bambu A1, Creality K1, Prusa MK4) do most of this automatically. If you're on one of those, run the built-in calibration routine, print the included test file, and stop reading. Seriously — auto-calibrated machines changed the hobby. If you're on a Ender 3, Anycubic Kobra, or an older open-frame printer, read on.
First, level the bed. This is the single most common cause of failed first prints. With the printer off, slide a piece of regular printer paper between the nozzle and the bed at each corner. You want a slight drag — the paper should move with resistance but not tear. Do all four corners, then the center, then the corners again (because adjusting one corner affects the others). Most printers have a paper-level routine built into the LCD menu.
Now the Z-offset. Turn the printer on, home it, and disable steppers. Gently push the nozzle down onto a piece of paper and adjust the Z-offset in the LCD menu until the nozzle just barely grips the paper. Too high and your filament won't stick; too low and it will gouge the bed or clog the nozzle. The sweet spot is narrow — find it and save it.
Next, calibrate your extruder steps (e-steps). Mark the filament 120mm above the extruder entry. Tell the printer to extrude 100mm of filament at low speed (use the LCD menu or a Pronterface command: G1 E100 F100). Now measure how much filament is left above the mark. If it's exactly 20mm, your e-steps are correct. If not, adjust M92 E<value> in your firmware config until 100mm extrusion actually equals 100mm of filament moved.
Temperature tower. Your filament brand recommends 200–220°C, but your specific roll on your specific machine has a sweet spot. Print a temperature tower at different temps (there are free ones on Printables). Look for the height where the print is cleanest, strings are minimal, and layers bond well. Use that temperature going forward. It's usually 5–15°C different from what the box says.
Speed and flow. If your prints look over-extruded (blobs, poor detail), reduce flow rate (95–98% is a common correction for PLA). If they look under-extruded (gaps between layers), increase it (102–105%). For speed, a first print at 50mm/s and 2000mm/s² acceleration is a safe starting point. Modern printers will go much faster, but start conservative.
One last thing: print bed adhesion. If your prints keep lifting corners (warping), the bed is either too cold, dirty, or uneven. Clean the bed with isopropyl alcohol (no soap, no water). For PLA use 60°C. For PETG use 75°C. For ABS you need an enclosure and 100°C. And buy a glue stick — the purple Elmer's School Glue washable stuff. Thin layer on the bed before the first print makes everything stick. This is not cheating; it's what professionals do.