I find that being up front is most important.
Communication, trust and transparency are all key. Most talent will have concerns. Some will have demands (friends, parents, closed set, x person cannot be there etc). Others may have unspoken expectations. Those unspoken expectations can complicate matters. Get as many details as needed into the open.
Be prepared. Include your talent in as much of the planning as they need to feel comfortable. Walk them through what your shooting plan is. There may need to be give and take on both sides.
Always schedule way more time than you expect you'll need. You'll go over time. Especially on your first.
Avoid surprises as much as possible, particularly ones that may put your talent in an awkward position. Never ever spring an unwanted surprise on your talent, especially in front of the crew. I've seen this happen from a director and it didn't go well.
Never, ever, ever use peer pressure to encourage talent to agree to anything they're uncomfortable with.
Most important, be a decent human being.