There is no one "right" way to write a song for the first time. Just as there is no one right way to write any kind of music, there are many ways to approach writing a song. The best way to start is by simply sitting down with your instrument and starting to play around with some chords or melodies that you like. Experiment and see what sounds good together. Once you have something you're happy with, start thinking about adding lyrics. Again, there is no one right way to do this - just start writing down whatever words come into your head that fit with the melody and overall feel of the song. Keep working on it until you have something you're proud of, then share it with the world!