It's very common for one's first or early psychedelic experiences to be really special.. more powerful, more magical, more intense than any later experiences. A lot of people wind up chasing that magic later without success.
Don't squander the opportunity. Prepare yourself well. Think of it as a trip to another planet which you'll only get to take once. Think carefully about why you're going, where you'll be, when you'll go, what you'll bring, how you'll travel, and who you'll travel with. These could make or break the experience.
It's also important to try to bring back and integrate what you learn from your trip. Try to record what you learn in some way: write it down, paint it, draw it, sing it, something... even if you're exhausted afterwards. Like dreams, psychedelic insights are so fleeting. If you don't get them down soon you could easily lose them.
Check out The Secret Chief Revealed and The Psychedelics Explorer's Guide for some more detailed recommendations on preparing for and making the most of your experience.
 - https://www.amazon.com/Secret-Chief-Revealed-Myron-Stolaroff...
 - https://www.amazon.com/Psychedelic-Explorers-Guide-Therapeut...
Hear, hear, this is solid advice. How I'd wish somebody would have told me that when starting with all that magic. Problem still being: I likely wouldn't have listened anyway, thanks youth for screwing me over again :P So looking back what I'd really wish now is that I would have waited until I was somewhat more adult and wise, and would have properly prepared myself.. Not that I'm not happy with the good side of what the experiences teached me, but in hindsight I could have avoided much of the bad side of it.
Know just 2 things:
- setting is crucial, pick a place where you are comfortable and won't be disturbed, and people there are very close
- mindset, be in a good mood! if you are stressed or recently lost someone, hold off.
If you get scared of something, move towards it. Don't run, as soon as you accept it, it will vanish.
I don't mean to bash OP but I absolutely disagree that you need to feel this sense of urgency, or importance to capture it all. Just enjoy yourself.