How to pick a restaurant
Outside of just asking a friend for a recommendation, there are a few things you can look for to identify a good sushi restaurant. For starters, do they identify themselves as primarily a sushi restaurant or simply have sushi on their menu? There are many asian fusion and other types of restaurants that serve sushi, but if it's not their main concern, then it may be best to look elsewhere.
Next, sushi is all about fresh fish, especially since much of it is raw. Serious sushi chefs are proud of their fish quality, so don't be afraid to ask where they get their fish and how often it arrives. Many restaurants also list this information on their websites. Just remember that nothing is better than the freshest of ingredients and nothing is worse than old sushi.
Also, you can compare menus from multiple restaurants to see who may have an edge. High-scale restaurants generally have a wider variety of fish and even some rare items that are only served when they are in season. It's a good sign when they have unique items because those places are generally more serious about the quality of their product.
The side items can also provide some insight into restaurant quality. For example, although it has become popular to serve ginger that has been dyed pink, it is more traditional for it to be served with its natural somewhat whiteish color. Furthermore, it is also more traditional for the chef to put wasabi on the nigiri (between the fish and rice) before serving it to the customer.
Finally, just have fun and look for a place that serves something that makes you hungry. There are tons of options, so give it a try and see what works for you.
What to order first
For starters, it's probably best to keep it simple before trying any of the more exotic options. First, the California Roll is easily the most popular item in the U.S. Inside is crab meat, avocado, and cucumber while the outside is wrapped in white rice. There is no raw fish in it and all the ingredients are familiar, so it's usually a good first option. If you're willing to go a little further and would like to try something raw, both the tuna and salmon nigiri are delicious and are a good indicator of restaurant quality as well.
Etiquette / How to eat it
In the U.S., the generally accepted practice is to first mix some wasabi into your soy sauce (but be careful not to add too much), then to lightly dip in each piece of sushi before eating. While it can be eaten with a fork, it is often easier to use chopsticks or your hands to prevent the sushi from falling apart since much of it is very delicate. Finally, eat a small piece of ginger in between bites to "cleanse your palate" and prepare you for the next piece.