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Consider all the methods of contraception out there, but remember that only condoms protect against both infections and unwanted pregnancies. Sex is like anything else: Only do it when it's right for you.
Once penetration takes place, you are having sex and are no longer a virgin. Take your time to discover all the unknown sensations that you both enjoy: First time sex is generally easiest in the missionary position you lying on your back, him on top of you since penetration is more natural in this position and his penis will find its way into your vagina more easily.