Sexual intercourse isn't an end to anything, nor is it the doorway to the entirety of your adult life or sexual life, but it is most certainly an event that is important and pivotal for many heterosexual people, and is one of the passages of your life, of which there will be many. So, memorable, for sure. When and if you're both ready, try again. You may find that first intercourse does hurt. Imagine that you're standing on the edge of a diving board, a hundred feet above the pool. While first intercourse can be less worrisome in some respects for the person with the penis -- it's not you who is going to get pregnant, and you're unlikely to experience any pain or bleeding -- plenty of guys DO have their own sets of worries about first intercourse:
Bear in mind that first intercourse, while not usually physically painful for men, isn't always emotionally easy either, and the male partner may likely be just as nervous, scared or inexperienced as the gal is. In general, this can be easily avoided by making it a habit to urinate both before and after sexual intercourse.
First Intercourse 101
Instead, it is more commonly about about feeling nervous, rushed, unsafe or scared, not aroused enough or having a partner be too hasty. Just tell each other as you go what feels good, and what doesn't -- this is no time to be shy! Again, go at a pace that feels right to you. Sometimes, having intercourse and other types of sex, as well can change a relationship temporarily or permanently, because both of you may have complex feelings about it, and it may take some time to process them by yourselves. Sex aside, it's not really healthy or comfortable to go through life with that sort of hymen, so you may need a surgeon or doctor to make an incision before you can do any of these things.
Look at the instructions given to a woman in labor, silly as that might sound. If you find that you've had intercourse many times and still are bleeding with it, and you've already tried things like adding extra lubrication or more non-intercourse activities, check in with your sexual healthcare provider.