Arriving in Beijing for the first time is overwhelming in the best possible way. The first thing I did after dropping off my luggage was to learn about transport in Beijing, because getting around well is the key to the whole trip.
That same afternoon I wandered through the hutongs of Beijing near my hotel. Those traditional alleys have an atmosphere that no guidebook fully captures. As night fell I tried Beijing cuisine for the first time at a small noodle shop, and I understood why everyone talks about Peking duck.
If you are planning to travel to Beijing, my advice is not to try to see everything on the first day. The city is huge and it is best to acclimatise gradually.