Heh... the first sexual experience is notorious for being awful --- guy or girl alike. The only ones who make a big deal out of it are virgins... those who are experienced know better.
Pretty much, this will probably be one of your worst sexual experiences if not the worst... so it only gets better from here. Everyone has the instinct to have sex --- but you have to learn how to get enjoyment from it, how to please your partner --- you have to practice.
Each woman you will be with will have a general physiology that is similar, but each one will have different ways to 'accent' the experience that gets them off more completely. The same can be said about you --- you have to learn what those extra things are that gets you off more completely. What these things are... well they're not always apparent to you when you masturbate.
Sex is better when the person is your 'type' and you feel some emotional connection to them. If you feel an emotional connection with them then it matters more to you if you get them off (ego boost), and they will try harder to get you off (more pleasure for you from them).
So welcome to the 'club'... and have fun learning about yourself, women, and practice, practice, practice.
"The weakest soul, knowing its own weakness, and believing this truth that strength can only be developed by effort and practice, will, thus believing, at once begin to exert itself, and, adding effort to effort, patience to patience, and strength to strength, will never cease to develop, and will at last grow divinely strong."
- James Allen