I figured there are at least a few first-time voters who don't know what to expect, so I'd post a few tips to give you a better idea of how the whole process works and what to expect.
Do not feel compelled to vote for issues or candidates that you know nothing about. This is not a school test, you are allowed to vote only for those things that you want to vote for; any votes you don't fill in will simply be skipped, but every vote you did cast will be counted. If the only thing you want to vote for is President, that's fine and that vote will still be counted. As an example, this year I didn't have any time to really look into the judges that were up for reelection in my county and I didn't feel comfortable just guessing, so I skipped those this time around. You can vote for as many or few of the issues and candidates as you want.
Speaking of knowing what to vote for, many jurisdictions send out booklets before the election that break down every ballot issue and spell it out in normal-people terms. I'm sure every place is different, but in my county they add a couple of simple "For" and "Against" points to make it easier on you. These booklets are often mailed out, but if you don't have one (or accidentally threw it away), you should be able to pickup another free one from your local election office, town hall, etc. It makes it so much easier to wrap your head around all the legalese and just get to the core of what each amendment and ballot issue means.
You are allowed to bring these booklets into the voting booth with you. There are absolutely no rules about not bringing "cheat sheets", so you don't have to memorize where you stand on every single issue. You can also just write a list on a scrap of paper if you want. Again, voting isn't like an exam or test, nobody's being graded here.
Do not let anyone intimidate you or try to persuade you to vote a certain way. This is illegal to do on the premises of any voting location! If anyone is harassing or intimidating anyone else, tell a voting official so they can have that person removed from the premises. By and large the vast majority of voting officials are very good at what they do and will help regardless of political affiliation. The entire reason they're there is to get people checked in, hand them a ballot and help with any questions or problems. If you have an issue and one voting official won't listen to you, find one that will! You can also flag down a police officer, because again it is illegal for anyone to harass or intimidate other voters.
Don't take selfies in the damn voting booth! Not only is it kinda ridiculous, but in many (if not most) places it's illegal to take photos in or near voting booths. This is to protect everyone's privacy (among other things). Besides, you get a nifty sticker afterwards.
Bring something to read or do, especially if you get there later in the afternoon. Of course it depends on where you live, but sometimes you'll wait around for quite a while for your turn and it gets boring. You may or may not be able to use your cellphone (depending on the location and how strict they're being), so bring a book or magazine or something that doesn't require batteries. You more or less wait in line and it's first-come first-serve, so you can't just "take a number" and come back in a while. This is the lame part of voting, but it's usually not that bad. It's also why so many people like to take advantage of early voting or mail-in ballots ;). Try to arrive at the polling place as early as possible, because if you have to wait until after work it's gonna be a long evening for you.
Pay attention to the instructions you're given. Often there are little things you need to do, so just read or pay attention to any instructions they give you. A good example would be with mail-in ballots in my county: these require the signature of the voter whose name is printed on the ballot in a particular box on the outside of this envelope. If you forget to sign that box, your vote isn't counted (this happened to me once with local elections a few years back. Didn't find out that I'd forgotten to sign the envelope until well after the election, and my ballot wasn't counted. Oops.) None of this is complicated stuff, just pay attention to the little details.
Many states have laws that require an employer to give employees time to vote. It varies by state, but if you're curious you can check yours here. In fact I'd really recommend checking yours now, just so you know whether or not it's required of your employer. However, regardless of whether it's required or not, there's no guarantee that it'll be at a time that's convenient for you, so keep that in mind. In my state it is required that employers give time off to vote, and we actually have very strict penalties if a business doesn't comply (as in penalties that are so severe it can put a place out of business!)
Look into how your state handles early voting or mail-in ballots. It's all over the place (and can even vary by county!), but it's great to take advantage of if you can. My county allows all residents to use mail-in ballots if they prefer, so a lot of people go that route (in some places it's for elderly/infirm only, that sort of thing.) Mail-in ballots are awesome, and you can vote while taking your time in the comfort of your home! No lines to wait in, nobody makin' you feel weird, it's great! Just make sure you get that ballot in the mail (or dropped off at a designated location) well before election day! Simply having it postmarked before election day does not count, your actual ballot needs to be in their hot little hands before/on that day!
Well, that's about all I've got I think. It's already approaching "wall of text" status, so that's probably a good place to stop. If anyone has any other suggestions, please feel free to plop them in the comments. And for everyone who's voting for the first time this election, congratulations!
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