Depending on the size of your mash tun, mashing small amounts of grain can be problematic. You need a certain amount of grain bed depth to get an adequate filtration of all the solids that are generated the mashing process. If you only have a couple of pounds of grain for your beer, I would not bother with the mashing process and stick to steeping. If you get up to 5 or 6 pounds of grain, then it would be worth considering.
For your first mash, it's going to be really hard to predict how much liquid you are going to get out of it. Although, if you go ahead and do it, then measure your gravity and volume, you can make a quick calculation on the amount of DME/LME and water to add to get to your pre-boil volume.
At this point, I think it would be best to plan your first all-grain brew and have that be the christening of your mash tun and then have some DME standing by in case your extraction during mashing is a bit low. Take your first gravity reading when your kettle is to within 2 gallons of your pre-boil volume. That will give you an indication of whether you are on the right track or whether you need to make adjustments - by adding straight water in case you end up too high, or DME in case you end up low.