Many boys and girls are concerned that it will hurt the first time they have sexual intercourse. 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 having broken her hymen without knowing about it. For example, this can happen as a result of playing sports or horse riding.