Own Correspondent : Remember, everyone's first time is a different experience, but it is important to use protection to prevent pregnancy and STDs. When you have sex for the first time, it may hurt or feel uncomfortable, due to the lack of lubrication, owing to the friction. If sex continues to be painful for you, you can either try different angles or positions to reduce the discomfort and ask your partner to go slow when it comes to penetration. Always seek an expert advice if sex continues to remain painful.