I didn't bleed and it didn't hurt at all my first time; we did it spoon style which is the shallowest form of sex out there; he aroused me plenty and i'm naturually lubricated, and everything went smoothly (we used a condm because I wasn't on the pill yet).
My hymen didn't break until almost a year later, during some shower sex. My hymen was just a strip of skin in the middle of my vaginal entrance, so it normally just slid to the side when we had sex; but occastionally it would get caught and of course that hurt a lot! So i'd have to pull it to the side. Then one time in the shower I felt the pain that came from it being caught, but then it went away. I was like "okay, it slid to the side by itseld, good." but afterwards, we were standing around in the shower and he asked me if I was getting my period and I said "no!' and looked and there was quite an amount of blood. I felt down there and sure enough, the skin strip had finally broken!