Wow this is a long response, sorry
Hooray for you and your new bike and your first ride. I was too intimidated on my "first ride clipped in". I stayed on the neighborhood trails close to home.
I can tell you, I have been riding off and on, (right now I am on) for about 3 years. I still am not always comfortable with my hands. I have tried several pairs of gloves. Different brands, different pads, different thicknesses. Most of my problem, is that thumb, index finger thing you describe. It is like the webbing and muscles between the two fingers cramps up. For me it seems to be because as the hands receive pressure from riding, they tend to slide slightly forward in the glove causing the seam between the thumb and index finger to "cut into" that webbing. I actually rode without gloves for a while. Not safe, I know. I even went as far as to buy a $300. handlebar which is ergonomically correct (and it is really pretty too). Even that didnt really help. It seems to be about the gloves and getting one that is soft enough at that web point so it doesnt press into that part of your hand. I have actually gone back to the cheapest pair of gloves I own. I got them from Performance Bike (www.performancebike.com). They are terry on the back and don't have a whole lot of pressure point padding on them. The bigger the pads, the more it seems to hurt my hands. Maybe I just have sissy hands. :rolleyes: Good luck with your search and remember that some of that discomfort goes away with regular riding and conditioning.
BTW: an 11mph average is great for your first ride. And just remember, hills will be a B**** for a while. Eventually I am going to purchase the "Hill Slug" jersey that is on this site.
Hey! Did you ever decide on a shoe?