Ok, seeing as no one else is going to give you advice.
I, in fact, started with weed so now find smoking cigarettes really difficult as it's so different. Do not worry, everyone coughs and everyone feels like a loser initially.
Am not condoning drug use, but get someone to give you a blow back if you're really worried about it, and after the first few times then you'll get used to it. Then again, you should only do it because you want to and not because you want to look cool in front of your friends. If they are true friends, they will laugh and rip the piss out of you but not be mean.