I recently jumped for the first time, too. It was supposed to be for my 26th birthday, but the weather was too bad in January to go.
I definitely recommend photos and video, especially video. I've watched mine probably 20 times since I got it.
Even with my mouth shut, I still felt like I couldn't breathe at first. Just relax, and remember that you actually CAN breathe, it just feels a little different.
Enjoy your first jump, it is an awesome experience that you will want to do over and over again.