The only thing I would caution you on is not to make the mistake of thinking that you can't have a full life until you've had sex, or that you can't consider your life full if you're not having sex right now. If you waste your life wishing for something you don't have, you definitely won't have a full life. My theory is that sex breeds sex . You wake up the next morning with a pleasurable memory, so you get a little turned on and masturbate. Later that night, your honey is back and the two of you have another romp in the sheets.
Sex breeds sex.
Physically, it can help to work up to penetration for the first time by using fingers first to stretch the hymen over a period of time. It's also always helpful to use lots and lots of lubricant to reduce pulling, friction, or abrading of her inner labia and vagina. There is a mental component as well. If she's nervous or worried, her muscles will be tense, including her vaginal muscles. Make sure you have a private location that won't be suddenly invaded by your mom or your roommate or your dog.