Materials
If your wife or girlfriend is a bondage virgin, choose your materials very carefully. You want things to be as soft and as light as possible for her first time. Therefore the best possible option is anything made of silk. If you don't have silk or something similar, cotton is probably your next best bet. Cotton is soft, breathable, and cheap (and it won't make the cashier at the hardware store give you funny looks).
Hemp rope is safe when used wisely, but it also chafes. If you're stuck with using hemp or other rough materials, be sure to only use loose ties for her first time.
Leather and rubber products can be quite safe and comfortable, but they're also intimidating for a first-timer. Probably best to leave these for later.
For her first time in bondage, stay away from metal restraints. You might be able to get away with fuzzy handcuffs, but it's better to go with something else. You don't want to be fumbling for your keys when your lady is screaming out her safe-word. And you can't cut her out of a pair of handcuffs if something goes badly wrong. Plenty of experienced bdsm players (including yours truly) never use metal bondage at all for precisely that reason.
Gags
Women who've never tried bondage before are extremely intimidated by gags, and rightly so. For one they're dangerous, and for another they can be quite a strain on the jaw. There are few things that can freak a bondage virgin out more than being gagged. You really want her first experience with bondage to be as loving, supportive, and positive as possible, so it's probably better to save the gag for next time.
However, if you do want to use gags in your bdsm play, there are some ways to go about it. First, start small. Use a simple cleave-gag (with no mouth stuffing) for her first time with a gag. It's the safest possible gag you can use and the least likely to scare her. (A tape-gag is also quite safe and comfortable, but you shouldn't use it unless you're lucky enough to have an adventurous girlfriend.) Second, let her get used to it. Gags put a serious strain on the jaw muscles, so don't start pushing her to try a 3-inch ballgag right away. Let her build up a tolerance for smaller gags before you move on to the huge gob-stoppers.
A friend of mine once shared with me that when he introduced his wife to a gag he encouraged her to wear the gag around the house, unbound and able to spit it out at any time. It not only helped her muscles become accustom to the strain, it helped make the gag seem less intimidating.
General safety
Keep the following items close at hand for every bondage session:
- A knife or, preferably, EMT scissors to cut her out of her bondage should the worst occur.
- Lotion, ointment, or other topical pain relievers (see After-care).
- A first-aid kit.
- If you do use handcuffs, several sets of spare keys. Spare keys are like cowbell. You need moar of it. No exceptions.
Keep a close eye on your sub. If at ANY time she becomes non-responsive, get her out of bondage immediately.