The first thing you should do when you arrive (after clearing customs and exchanging currency at the airport) is go to your accomodations. You should have planned ahead of time where you are going to stay the first night. This makes it easier to avoid being scammed by a foreign taxi driver who will try to coerse you to go to a place he/she recommends - only because they get a commission for bringing you there. This is called touting. It is a real annoyance, and is something you will deal with throughout your trip. one of the basic things you need to learn about world travel is how to deal with touting. Be caution with who you give you money to, and be firm in saying no if you don't want something. Having preset accommodations makes one less thing to worry about when you arrive and are tired from the flight. When you get to your accomodation it is a good idea to eat a healthy meal and then get adequate sleep. Sleep as long as you need and don't set your alarm clock.
Once you are rejuvenated (usually by the next afternoon) you are ready to begin your journey of discovery in a new land.