For a first trip it's probably safest to remain in the airport, although exploring out to the kerb to see what the taxi environment is like could be a useful exercise. That way, at least you know what to expect for next time and can make a better judgement on whether an off-airport excursion is worth the effort.
When I've had a few hours to spare between flights, I've been known to mention to friends local to the airport that I'll be there if they want to meet for a chat. I've even picked connecting airports and flights with that in mind.