Can everyone shut the fuck up and congratulate the boy on having a woman want to touch his naughty bits?
OP: If it's your first time, I'd go somewhere private. Think of yourself as a performer, and you don't want to be rusty on stage. Lots of people will be watching you and your junk, and it will be mega-embarrassing if you finish in 2 minutes.
If your a wee bit more experienced, go for it. You're fourteen, the worst that can happen is a fine, ban from the theater, and an awkward conversation with your parents.
Besides, one day your dick is gonna shut down, so be excited it's functioning.