Never tell strangers that it's your first time in India. Whether they are from your hotel, someone you met in the streets, or the driver of the cab you're in. Also, don't trust people even when they don't look like locals. There have been several reports of tourists getting conned or mugged, and you can bet your bottom dollar that some of these cases involve someone they met along the way.
Never tell them where you're staying, where you plan to go, or how much money you have. If they find out that you have a lot of cash with you, you might be "marked" as a target for theft or scams.
You don't have to tell them that you've in India all your life. You can tell them that you've been there for two months, or that you've been to somewhere else in the country. This will give them the idea that you're not one to be tricked easily.