What do I have to do to invite my Nigerian boyfriend to the USA. This will be the first time that we are meeting each other.

He needs a visitor visa and you cant sponsor him for that. He needs to convince the US Consulate that he has enough money to finance his trip and finance his expenses while in the US, and that he will return once his visit is complete. Evidence to proove that would be a bank savings account with sufficient assets, proof of a job and/or proof of property ownership, payroll receipts from his job, a letter from his employer, etc. Evidence that he has a girlfriend in the US would probobally hurt his chances, but if they ask him if he has a girlfriend here, he must tell the truth.