My first onsen experience was near Fuji san after the hiking. The warn water help a lot to relax my tired muscles. I was shy that time since it felt to be weird to appear myself naked before others. There where hot springs of varies temperature levels. But that was really a good experience in my entire life and I love Japanese onsens esp. during this cold winter season.
My first onsen experience was in Matsumoto, while waiting for my night bus leaving to Kyoto. I was not sure to try it or not, then I just said 'onsen' to receiptionist, and made sure that it was seperated between man and woman. After entering to woman section, I awkwardly striped my clothes, then I tried to get used to. Since it was my first time, and I wasn't sure when I would do it again, I tried all facilities: sauna, pools, and tube. I liked it, and it's my favorite activity during winter.