Since this is your first time, it really needs to be whatever works best for you. Doggy style is my personal favorite too, but not for a virgin. When you are doing it that way, the man has all the control. He can go as hard and fast as he wants. This IS NOT the best position for your first time. I would have to agree with either you on top or missionary. If you're on top, you have control over depth and speed. If you are missionary, he won't be able to go as deep and you can contol the speed by moving your legs and knees to block him and slow him down. The first time can be painful, but it doesn't have to be really bad. You make sure you maintain some contol and you will be fine. If he doesn't like it...too f***in bad.