I haven't been having sex for long, but I wish that someone had told me that sex doesn't always work the way you'd want it to right away.
Your first time simply may not be that great, and it would be fine if it wasn't so heavily romanticized.
Even if you're with someone you love, it may be awkward.
He may not be able to get or maintain an erection, she may not be able to relax enough for the penis to enter the vagina.
That's fine though, just take your time.