I need some advice and help from the people who smoke! (Not cigs)

I'm not sure how to exactly, and I just smoked for the first time in my life ! I was with my man and it was his birthday and we went out with his brothers and his sister in law and we went to his brothers friends house.  I saw him smoke for the first time (joint & bong) and I saw how happy it made him do that again and I want to be experienced in it and do it with him. I'm just not sure how to..? 

I only smoked joint and I don't think I was doing it right and what exactly do you do? my man seemed like he was he was blowing out then breathing in through his nose... ?? 

I tried that once and it kinda stung my noise, is that what it's suppose to do?? 

I feel so embarrassed asking this stuff 😭