@martinezbarbara19,
I like the idea of going some where - where you do something. It provides you something to do together (easing the uncomfortableness); but at the same time allows you to talk (rather than a movie where you just watch and talking is a no-no).
The thing is you need to know what the other person is interested in (and you as well). Like the outdoors - go on a hike and bring a picnic; like sports - go to a sporting event even minor league (cheaper); or if you are younger you could go to a high school game; minature golf; laser tag. Something in my opinion that isn't too expensive, but fun and interests you both.