Just relax. She will be even more nervous than you. Some women bleed some don't. If she does, you won't knoe it until after probably. The truth is, EVERYONE goes through this, and as a fellow worrier, I know what you're going through, but the truth is, the first time is memorable for reasons that have nothing to do with the things you are worried about.
The main thing, from a womans point of view, go slow, it will hurt her less, and she will be more comfortable.
Also, spend plenty of time on foreplay, (Clit stimulation, etc.) That will help with lubrication and the general mood.
Mainly, don't set the bar too high for the first time. Honestly, sex gets better as you go along because you and she will both learn technique and see what the other REALLY likes.
The good news is, the more you do it, the better you get at it. Everyone is different, and you will have to learn about HER as much as she will you.
Just dont yell GROSS! or something like that if you see blood!! No matter what happens, relax and try to make her relax. That will help the mood and make it easier for you to do your thing!
Just be prepared. Put a towel down if that would make you feel better. If you plan on having sex during her period eventually, you will see blood then too. It really isnt that big of a deal once you get used to it. But it is nice that you care enough to be worried.