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I'd say it depends on the person and how you handle it. Personally I think a show would be a blast. Especially with friends. Just make sure to stay hydrated and have as much fun as you can.
And on the other hand, doing it in a chill spot for your first time isn't a bad idea at all.
I find that unless I'm at a show, Molly usually makes me really chill. Like to get in really comfy positions on the floor and talk and talk and talk about everything. Or just listening to music. Jesus! Listening to music on mdma makes wanna eat some right now.