What should I do if the opportunity came up?

Ok, so I'm in my late 20s, and have never been with a women or done anything with a women (If you know what I mean).

If I so happen to get with someone and it led to the bedroom, how should I handle that. Most people around my age has experience and been in several relationships or one-offs. I'm not looking right now, but I was just thinking what would happen if something came up. It would seem embarrassing on my end.
What should I do if the opportunity came up?
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