I didn't bleed the first time, or any time actually. Except that one time my period started up at an inopportune moment, but I don't think that one counts.

First time hurt a bit, not nearly as much as I expected from what people had told me, I probably wouldn't even have noticed if I wasn't expecting pain. Most likely I was just a bit tense or dry. It was much more painful trying to have sex without added lubrication when I was on decongestants for a cold! I found out later that decongestants dry up ALL mucous membranes indiscriminately.