I assume you have seated tickets? If so, then it will be a chilled out experience. Go there, enjoy your time together, get to your seats and have fun. It might be weird for you to see the band "in person" for the first time, as you only know them from videos and such. But that will probably settle really quick so you can get back to singing along or just sitting there and watching the show. There is not much of a right or wrong kind of thing.
If you got pit tickets, it might be a bit different. LP's shows are far gone from being "mosh"-heavy, but you might find yourself at or around the action. The most important thing: Don't panic, no one is there to hurt you, and people watch out for and help each other. If there is no moshing around you, then you will just be standing there (instead of sitting) and do the same thing: singing along, bang your head, dance ... whatever suits you. Just enjoy yourself and you will have a great time :).