Marusinec is a Board Certified Pediatrician in Wisconsin. She received her M. There are 5 references cited in this article, which can be found at the bottom of the page. While some women may experience pain during their first experience with penetrative sex, you do not have to have a bad time. Talking to your partner and understanding how sex works can help you relax beforehand. By setting the right mood and using the right tools, you can make your first time a positive and even enjoyable experience.