It's customary to clap for the conductor on this first appearance. The conductor turns to the orchestra, gives the first beat, and the music begins. The joy of a live concert is that it's occurring right at that moment, and will never happen quite the same way again. This can be tricky at first, but once you get the hang of it, it's rewarding and fun. This includes even quiet whispering to your neighbor.
Distractions make paying attention to the music difficult or impossible.
While it may be hard to resist pointing something out to a friend or whispering a comment, think of the musicians on the stage and, out of respect for them and your fellow listeners, don't disturb the flow of music. They fear that they'll clap incorrectly, before a piece is finished, and everybody in the whole hall, including the conductor, will turn and stare. Have no fear. Although it can be tricky to know when a classical piece ends, it's easy to become an expert clapper. First, wait for the end to clap.