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When you arrive at Heathrow Airport, make your way to the Underground Train station. Buy a 6 zone Travelcard, which will cover all your travel needs for the rest of the day. See my detailed article on the London Underground for information about tickets for the remainder of your stay.
Take any train on any platform. They all travel toward Central London on the Piccadilly Line.
Get off the train at Hammersmith Station and take a few steps to the other side of the platform. Take the first train that comes along, which will be on the District Line. Alight at Embankment.
If you arrive at Gatwick Airport, take the train to Victoria Station. You will need to buy a Zone 1 travel card in the Underground Station and take the District Line two stops going Eastbound, and alight at Embankment.
When you arrive at Embankment, pass through the ticket barrier and turn right. You will see the River Thames right in front of you and the Festival Hall on the opposite bank. Take that exit and go up the stairs to the pedestrian bridge called the Golden Jubilee Bridge. It’s a very modern structure held up with bits of string and wire and takes you right into the heart of South Bank. There's loads of free stuff going on, especially at weekends and throughout the summer months.
Once you have had your fill of South Bank, you can cross back over the Golden Jubilee Bridge, back through the foyer of Embankment station and walk up Villiers Street toward Charing Cross station. When you reach the top you can either turn left towards Trafalgar Square, Nelsons Column and the National Gallery, or turn right onto The Strand, from which you can walk to Covent Garden.

Have a great first day in London.