I agree and also think that reading other reviews while smoking a cigar can be useful too if you are really new to cigars. You can try to notice the flavors they are describing. Sometimes it's a load of crap but it can help you pick out flavors from time to time. You may think "what the hell is barnyard or leather" and looking for that taste as you smoke can help you identify them better. Obviously that leaves you a little susceptible to suggestion but it can be a good jumping off point.

For me, when smoking a cigar for the first time, I like to try and pair coffee with it. I think it helps keep the palate pretty clean IMO and helps make sure my drink doesn't interfere with the flavors.