Some people yes and others no. If you are planning on having intercourse you must be looking forward to it. In that case, it really should be an enjoyable event. Mind you getting warmed up and sexually in the mood (moist and comfortable with some foreplay from your partner) sex will have a very different feeling that you have ever had for sure.
Pain is not what I would call it though.
It can hurt and some girls do bleed a little bit. The bleeding usually occurs because the girl has a hymen which breaks the first time she has sexual intercourse.
The hymen is a small piece of thin skin which goes across the opening of the vagina and protects it when she is young. It has some gaps in it where the blood can come out when she has her period. Sometimes a girl might already have broken her hymen without knowing about it. For example, this can happen as a result of playing sports, riding a bicycle or horse riding.
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