You could have sex before, too. Make sure that you cum a few times. Then, try it. Go slowly and, again, use a lot of lube. You should also be verbal with him. Tell him if he needs to slow down or if he needs to wait. You should know that your first time might not be the greatest thing that’s ever happened to you. You definitely don’t want him going at 100%. It’s okay for you to be verbal and tell him to slow down or to totally stop moving while you adjust.
You don’t have to start off doggy style, either. Actually, one of the best positions that you can start with is with the woman on top. You can control how much of his penis enters into you. You can control the speed and the rhythm. You might also find that a small vibrator also helps you relax.