Go at it with all will.

If the first girl is the one you like best, and she's actually come up to you saying that she's single then what else can you do?

You could, however, become very good friends with her instead...but if you do then there'll be little chance in a realtionship later in life. And if that relationship does happen, and you both fall out then you've lost not only a girl you really like but a good friend as well.