You play support and let her lead.

We did that with Borderlands - my wife had never played any video game before, let alone an FPS. We turned aim sensitivity down for her and I spent most of the early part of the game keeping her alive.

She was so excited the first few times she leveled up before I did (you get a small amount of XP from reviving a downed player, so I would always level up first from reviving her so often).

By the end of the main campaign, she was playing with normal sensitivity settings. Your girlfriend isn't going to get better if you constantly rush to the end, reducing her chances to develop her skills.