Re: First Night.
Give her space and time, especially if it is an arranged marriage. Talk to each other, about the wedding, about each other, etc. Tell her how you feel about her (positive stuff) and give her a chance to respond in kind. There is no obligation to do anything physical. Wedding night can be romantic and special even without that. I like the idea of a candle lit dinner/snacks.
Oh, and I'm not married ... just giving some ideas.