A letter telling your parents of all the things you are grateful for. Make breakfast for them, or in the evening, cook a nice meal and set up a table outside with candles. Get them two movie tickets or tickets to a concert or play that they would like to watch.
The first wedding anniversary is always special. The theme for this year is paper. Granted, it sounds boring when pictures of flashy jewelry, expensive perfumes and such and such flashes before your eyes, but the good news is that all these gifts will follow in the later years. For now, focus on paper and what will be a good gift with this theme. Try some Chinese paper lanterns that you can hang up over the dinner table, or a unique paper painting to adorn your living room.