The first time having sex in a loving relationship can be very pleasurable when combined with massage a private place with music, candles, time and even a bit of wine.( I also want to go on record as saying being under the influence of drugs and being drunk can alter your response time and memory of the event.) Some men have very large penises which can tear the vagina or anus. Using water soluble lubricant can make things easier. People can even get tears from instrumentation with objects or fingers which have sharp nails. If a partner is rough or abusive or does not ask before pleasuring themselves by utilizing your body the experience can be frightening, sickening and cause sadness and despair. Having sex and making love are very different emotionally. Some people need to have sexual release to decrease tension, but there are many ways to do so without involving another person who is not developmentally, physically, or emotionally ready for intercourse.
There are so many circumstances which make the first time an opportunity to make people feel well and happy, but the reverse is also true. If anything hurts, somebody who wants the best for you they will accept your plea to change position, slow down or provide lubrication. Women who have used tampons or have learned about their own bodies may have a better experience. People carry the memories of the first time throughout their lifetime. Stigma from being unmarried but desiring a physical relationship may cause guilt and failure to prepare for the consequences of sexual contact including pregnancy or communicable diseases. Some religions say that having sexual pleasure when unmarried can hurt one’s soul or their relationship with God. This can affect their experience too.
So many things affect how one feels the first time, it cannot be generalized nor the importance of this event minimized.