After caressing and kissing your partner for an hour or so, you are ready to begin as you should be relaxed and physically ready. You get into a comfortable position and he puts his penis in your vagina, and, on the first time goes in and out slowly and gently, so that breaking your hymen will not be too painful, gradually becoming deeper. The whole experience should be a loving, tender romantic one, because you remember your first time for the rest of your life.
ZagaraVale - You should also make sure to use protection (condom, pill etc.) and only have sex when you are the legal age to do so. Also if you're not ready to have sex, don't. Only have sex when YOU want to and when YOU feel ready.