It's becoming more and more in vogue to rehearse and choreograph the first dance. If this isn't your style, however, there's nothing to worry about. There's really no wrong way to do this. It can be the perfect opportunity to gaze into each other's eyes and think about how happy you're going to be together while you simply sway from side to side. I recommend coming up with a song that has special meaning to the two of you. There are lists online of the most popular first dance songs (including one on this site), but following by those lists really means you're going with the crowd. This is something you could take some time to figure out, if you're not sure from the beginning. Maybe the two of you will be somewhere and a song will come on the radio and it makes you think about how in love you are. That's perfect! Go with it. Another idea is that you can play with the tempo, a bit. If you're not into being romantic in front of everyone, you could pick a medium tempo song for a livelier first dance. Or, you can start with a slow song and have the wedding DJ fade it out part of the way through and go into a faster dance. This usually gets a reaction from the crowd. Whatever you decide to do, it's your day, and your individuality as a couple will be expressed in your first dance together as husband and wife.