it is risky. when i came out, i hadnt done anything, (with a guy) and like you, i didn't know anyone gay. (well, i have like a 2nd uncle or something i had met once or twice in my life, but yeah anyways)
i didn't do craigslist, but i did do the grindr thing, and coincidentally, i hooked up with people i didn't know. it's..... stressful. lol. maybe it doesnt have to be, but at the time, for me, it was. and from the sound of it, it'll be for you too. that said, it helped me come out, i mean, i had come out and it was like 'what now? how do i start to actually act on this?' so wanting to hook up with guys when i had no idea where or how to just 'meet' gay guys, of which i *never* knew any, was an issue. when i came out i remember thinking that i couldn't even remember seeing obviously gay guys in my life. (i live in a pretty small town)
so yeah, i thought that meeting gay guys irl, was a lost cause, and that it'd never happen, and that i better get online if i want sex, and after coming out, god did i ever want sex lol. anyways, i havent been on grindr in awhile, and im meeting a number of guys lately, and they are out there. you do sometimes need the courage (or alcohol lol) to go up to a guy and ask him for his number, but hey, it's worth it. (or the courage to go up to his friends first and ask them if he's gay

)
anyways, my first time with a guy was someone i didn't really know other than a few convos online, we hooked up in his vehicle, just like you are planning to do, and we were isolated. i was definitely aware of the danger that existed, especially since i have a fairly twinkish body, so yeah. on the way home i actually mentioned that yeah, he could've just left me out in the middle of nowhere, and that he could've been a psycho lol, but it did work out in the end.
so, you should be aware of the danger, and it sounds like you are, and that you're willing to go ahead with it anyways, so i can't say that you shouldn't because i did it and it worked out relatively good. (even if it wasn't great, but whatever, first time with a guy, who u just met, and all the other factors, generally doesnt lend itself to a fantastic experience

)
after doing that for a month or two, then you start to get the STD paranoia lol, so then there's new stress and danger, where you have to start getting tested and all that. i remember thinking 'it wasn't worth it if this comes back positive,' so yeah, that can be pretty scary too.
you really REALLY need to be aware of the dangers, and tbh, even with protection, (if u do anything more than a bj that is) it can be pretty risky.
but sometimes in life you have to take risks. be as careful as you can, accept the risk that exists, and, imo, go for it. it might not turn out very well, i can't say for sure that it will, but ill tell u the exact same thing i told myself before starting to do that sort of thing: you've wasted your whole life refusing to accept this, and at this point you're going to enjoy yourself and other people regardless of consequences, and if bad things happen... at least you can say that you weren't petrified of living for your whole life.