Good that you raised the feelings to get opinion. I am not a doctor, but still share something.
Though its common to get feelings of having sex, I can presume that you dont have a bf with whom you could share your feelings, so you get this feeling when in lonliness.
But before that, having sex is nothing wrong. However, I advise you to get to know someone who is reliable and clean. Your first partner may make a great difference in your life both emotionally and physically.
Be aware of the right procedures, safety issues and knowledge of sexually transmitted diseases , hiv transmission issues ( I dont intend to scare you or anything. Its just a good advice for a teen, who starts life for the first time.)
Good luck and make sure you keep yourself healthy.
Bye.. A good friend