I am so glad for you taking your first cruise!
Our first was wonderful and we have cruised 9 times more since 1998. I believe I have some good advice for first-timers.
First word is RELAX AND ENJOY! The ship is so much fun, and I tell everyone don't sweat the small stuff! Like someone said before, do some homework on the internet, view several message boards, especially on ports which will be great for choosing the right excursion for you.
Arrive at the port a little early to avoid so many crowds, and once onboard, go to buffet and grab a bite. Then, explore the ship which will make finding your dining room, exercise room, etc easier later on, plus you can enjoy the beauty of the ship before others arrive.
On a 3 day cruise, you don't really have a lot of time in port, so I would suggest chosing something that allows you to make the most of your time. The downtown area of Nassau is very interesting, as is the Atlantis Hotel. But the shops at the Atlantis are VERY EXPENSIVE, as they are specialty shops. Nice jewelry, souveniers, are readily available downtown for very reasonable prices.
When you debark in Nassau and pass through the welcome area, there will be multitudes of taxis, all clamoring for your business. Barter with them, because you can get a nice tour of the city sites with info, and a trip to Paradise Island for about $25 PP. Specify for him to leave you at the Atlantis if you want and you can take the cheaper water taxi back or a regular taxi for about $4.00 pp. The Atlantis is a beautiful hotel with great photo opps, the casino is wonderful, even if you just walk through. All the shops are inside the hotel, and you must see the underground aquarium, of which part of is free and for $25 you can go through the "Dig" which is a self-guided tour of their idea of what the forgotten city of atlantis was like with even more fish, sharks, clear tunnel under water.
Please remember these are just suggestions, but if we had known this on our first cruise, we would have done more and enjoyed ot better, as we spent most of our time trying to find out what to do next, which if we had researched more and just relaxed, the best could have been better!!!
I hope this helps and ask if you have questions. Happy sailing Bon Voyage!