Some girls bleed the first time they have sex, but not all girls do. The reason why some girls bleed the first time they have sex is because the , a very thin piece of skin-like tissue that stretches partly across the opening of the vagina, breaks or tears. Some girls are born without much of a hymen. Other girls' hymens cover a large portion of the vagina's opening. It all depends on the girl.
Whether a girl bleeds also partly depends on whether the hymen is broken or torn before sex. It is possible for this to happen from vigorous physical activity; tampon insertion; masturbation or fingering.
Remember to always use a condom every time you have sex, including the first time, to help protect against pregnancy and sexually transmitted diseases (STDs).