My dating rules - keep first dates reasonably short, so there is less pressure, and do something active.
If you are a little shy at first, consider doing some activity together, that takes the spotlight away from you and feeling pressured to remain confident, witty etc. Find out what you have in common, consider going swimming, skiing, skating etc, or even being involved in group activities.
Follow this with time to chat one to one, so that you can get to know each other better, perhaps taking a walk, or going for coffee. You don't need to be around a gay environment, unless this would make you feel more comfortable.
For conversation, work out what you'd like to know about your partner, in advance, so that you've got a mental checklist - you could also develop the same for topics of conversation.
Generally, people find it reasonably easy to talk about themselves, their lives, their interests and goals etc. Otherwise, just ad lib, and raise whatever is on your mind, current affairs, things happening around you, and remember to talk about you in equal measure, even if he's not so good in asking about you.
Hope this helps. Good luck! Rob