I didn't really do games or a theme for my kids' first b-days, it was mostly just all of the kids (older ones too) playing with all of their neighborhood friends, BBQ or something similar for the grown-ups, gifts, cake and ice-cream. However, the cakes I made for them were a little bit special. I wrote about this on here before, but in case you didn't see it, here's what I did.
I baked a regular cake for everyone except right before I poured it into the pans, I dipped out a little bit of batter (not enough to change the general size of the cake) and filled two cleaned tuna fish cans about 1/3 full each and baked them along with my regular 8" round cake pans. Then you check the little ones earlier and pull them out when they are ready. You layer and frost both the big and little cakes as usual and the little one is only for the special birthday boy/girl. I now do this for all kid birthdays. Having their own little cake makes them feel extra special.
Have fun with it...pretty soon she'll be letting you know EXACTLY what she wants, so use this opportunity to get the birthday creativity out of your system..lol! :)