mefabian,
It might not be the first dive, but the third, or so (it was like that for me with parachute jumping).
I took a guy into an Oregon river who was pretty new too. He had a very hard time getting his head underwater, and breathing. He climbed out (figuratively) twice before I got him calmed down and understanding that he could breath normally underwater.
Breathing underwater in a natural environment is different from a pool. In a pool, we control just about everything--temperature, who we are with, what's around us, etc. In open water, that doesn't happen, and that can provide anxiety.
So what happened to you is actually a pretty normal response to a new environment. I'm glad you had divemaster or instructor on this dive who took the time with you to allow you at acclimize to the environment. I'm sure that, after you got feeling comfortable, you had a great time. I'm also glad that you are continuing in your diving.
SeaRat