And most importantly:
DON'T PANIC
All psychoactive substances alter the way you see, feel and understand the world around you. If you aren't used to it, some sensations just feel weird or possibly dangerous.
For instance, many substances increase your heart rate and you may experience a bad trip if you panic about going into a cardiac arrest. (or possibly stress yourself out into one)
Whatever unpleasant situation you get into, try to remain calm and do your best to get out of it.