In most cases, since you let the priest know that it is a first confession ("Bless me Father for I have sinned. This is my first confession. I accuse myself of the following sins . . . ") the priest will lead you through the process. The priest that my husband made his first confession to actually has a special method for first confessions, which makes it very easy.
My method, FWIW, was to start with the mortal sins and check off the ones that seemed to me to be a particular problem in terms of severity or frequency. I put those at the top of the list, and I did try to give some idea of frequency, even if it was only "I have always had a problem with . . . " Because my list was so long, I stuck mainly to mortal sins, although I did confess some venial sins that are a particular recurring problem for me, such as losing my temper and detraction.
There are plenty of "Examination of Conscience" guides circulating around the internet. Here and here are a couple that I have found helpful.
Thank You! I appreciate it!