I remember a great short story I read about the first time traveler. They decided the first visit would be the Shakespeare. Shakespeare has no problems accepting that he's being visited by a time traveler, and asks what gifts the traveler brings.
The traveler is a bit confused, so Shakespeare explains that the early ones all bring gifts. The traveler has brought some gives, including a nicely bound volume of Shakespeare's plays. Shakespeare looks at it, comments on the nice binding, says something about maybe he can sell it, then decides probably not, and tosses it on a pile of other such volumes brought by other time travelers.
The first time traveler is now getting pretty confused, and says something like "but I'm the first time traveler!", to which Shakespeare answer "but not the first to arrive". This is something often overlooked in time travel stories--just because you are the first to leave for a given destination doesn't mean you are the first to arrive.
Shakespeare mentions that he's frequently bothered by time travelers, but at least doesn't have it as bad as Jesus--that guy can barely do anything without a time traveler showing up. Shakespeare explains he knows because a time traveler thought it would be interesting to take Shakespeare to meet Jesus once. All the great figures of history are frequently visited.
Somewhere in there Shakespeare provides some drink and tries to calm down the inexperienced time traveler, who is freaking out over all this. Shakespeare is an old hand at dealing with newbie time traveler freak outs.
Then a bunch of other time travelers arrive, but not to see Shakespeare. They are reporters from the first time traveler's future, there to interview him about his historic visit to Shakespeare.