A lot of publishers accept first-time debuts. Just make sure your work is formatted to their specifications and only send exactly what/how much they ask for, otherwise they'll destroy it and send you an automatic rejection letter. Submit to as many companies, large and small, that are looking for your type of stories and see who bites. You're likely to get a bigger advance if a publishers finds out that others are interested in your work. Never send to just one because chances are you'll get a rejection. That's just how it works. J.K. Rowling was rejected several times before someone would finally publish Harry Potter. You might send your work in to 10 companies and not even get one acceptance. Be prepared for it. It's not a big deal, extremely common, and just keep sending them in to more.
Also, you do not need an agent, they're not required, but it is helpful to seek one out after you've been picked up by a publisher (but before you sign a contract) so that they may go over the contract you're being offered and make sure you're getting a fair deal. Publishing companies will get away with murder if you let them- they are a business. Make sure that you're getting a decent royalty rate and receiving them in a reasonable amount of time (some contracts add in tiny print that they can delay paying you your royalties for years). Also ensure that YOU, not them, will hold the rights to possible comics, video games, movies, etc. that might be made out of your work. Sometimes an entertainment lawyer is cheaper than an agent, so look into that once your work is accepted by a publisher.
But mostly, the only thing you have to worry about in this stage is sending out your work to as many companies as possible (look them up online and make sure they're interested in your genre) and seeing who gets interested. Good luck.
*********EDIT******** Kindly ignore Cathrl69- all publishers I have looked into that are currently looking for works accept first-time authors. You don't need an agent until you've been proposed a contract. All an agent does is the same thing you can do- mail in your work to different companies and see if they like it.