Your first time, you're really only exploring.
For me, the vagina isn't a void so when a penis goes from rubbing against my labia to actually entering it's just pop! As a consequence, when I lost my virginity, I felt guilty that I got into a relationship with the wrong person and needed to get out.
Now imagine if your finger had the sensitivity of your clit.
To this day, I still greatly regret losing it in that way.
Had I known I would have waited until I had found real love.
We shared an intimate moment neither one of us had experienced before, and he couldn't have been more considerate about my feelings.