A healthy relationship starts with trust and honesty and a big warm genuine smile.
I have to agree with Lilly on this one. It's not ideal to act cocky and goofy on a first date, as the whole point of the date is to get to know one another.
It's ideal to get a general idea of their background, ie. their profession, age (if ladies don't mind admitting it), and where they live.
More often than not, asking a lady questions about herself is a great way to start a first date. By asking her a question about herself, you put the ball in her court while at the same time, you have the opportunity to really get to know her. Make sure you're present though, and really listening, because women can tell when a guy is asking a question and doesn't really care about the answer. It's also not bad if there's an occassional light-hearted joke (not at the expense of anyone though!) if you naturally have a funny side.