Most people feel nervous about their first time. Common fears include whether it will hurt, if the woman will bleed, if sex will change things and whether you'll get it right.
If you're relaxed, happy and secure with your partner, you're more likely to enjoy it. Being able to communicate, share your fears and concerns and set boundaries (I'll have sex but only if you use contraception) will all help make sex better. The better you know the person, the less risk you run of them doing a runner after sex: if someone's not prepared to wait, they may be after one thing, even if they say they love you.
Foreplay, such as oral sex or playing with the girls vagina will prepare your bodies for sex making it better for both of you. As a woman gets aroused, her vagina lubricates and her muscles relax, easing entry. If a guy's worried about squirting too soon, coming during foreplay can help him last longer during sex (but wash your hands before putting on a condom if you get semen on your hands.)
You can get pregnant and/or contract an Sexually Transmitted Infection (STI) the first time so use a condom every time you have sex - along with additional contraception, ideally. Both men and women share the responsibility for safe sex: better to have two condoms than none. If you're worried about using one, practice alone beforehand to help you get used to the sensation. Condoms come in different sizes and getting one that fits you best can make a difference to having sex.
Mutual trust, affection and respect will help make losing your virginity the happiest memory possible.
Take things slowly - you may find it easiest if the woman goes on top as that way she can take things at her own pace. Let the woman's body open up to the penis at its own pace - forget fast, deep thrusting, at least to start with. By going slowly and gently, you'll reduce the chances of discomfort or bleeding.
Lubricant can also help, though if the woman's vulva is entirely dry it may be a sign that she's not ready for sex. It's OK to say no at any point - even once you've started having sex - so if you realise you're not ready, don't be scared to tell your partner. Your first time is likely to be something you remember forever. Mutual trust, affection and respect will help make losing your virginity the happiest memory possible.