Dear patient, it is best advisable to wear condom not only to prevent pregnancy
but to avoid many diseases like candidiasis
etc. Also, if you still wish to go further without condom the best method will be withdrawal just before ejaculation. But I would stictcly not recommend it as you said it's your 1st time.
as lubrication is concerned you can go with durex 2 in 1 massage gel.
If that sounds expensive to you then use plain coconut oil, it's as good as any other lubricant.
I hope this solves your purpose.