Its possible just hard for several reasons.
First no matter how comfortable you are with the guy, your probably going to be tense and nervous the first time. You need to be relaxed to orgasm.
Second your body isn't used to how sex feels. I found the first time I was just trying to figure out what I was feeling (besides pain).
And lastly for most woman the first time hurts. For me, we couldn't finish, and he couldn't go all the way in the first time...Thus it was impossible.