It's possible that your hymen has already broken through things like exercise, bike and horse riding, etc. Even if you have a torn hymen, there is a 99% chance that there will still be pain the first time you have sex.
If you want to "prepare" for your first time, use things like lube, a vibrator, or your fingers (any other thing you might what to insert. Some things aren't safe or recommendable ie. a zucchini). Use your fingers or toy with lots of lube to get used to the feeling of having something inside of you. It will take your body some time to become accustomed to the feeling, so keep using lube. Make sure you're relaxed while you do this, and definitely turned out, doing whatever it is that normally gets you going. Try not to focus too much on what your "mission" is. Good luck...enjoy yourself!