Having sex for the first time can be uncomfortable for some women but not to the point where it modifies the way you walk. One source of discomfort can be the hymen stretching or tearing (often referred as having the "cherry popped"). The hymen is a thin membrane that partially blocks the opening to the vagina. Hymens can be stretched or torn during the first experience of sexual penetration, which can cause pain. Not all women experience this pain. Some women are born without a hymen; have them tear through use of tampons or physical exertion such as horse back riding.
When people have sex for the first time they tend to be very nervous. When a woman is uneasy, the vaginal opening is not likely to loosen up enough, and getting the penis in might hurt. Also trying to put the penis in before you are sufficiently lubricated (often referred to as wet) can cause pain if the boy is pushing too hard. Be sure you give the vagina adequate time to get wet. If you still feel dry you can try using saliva or a water-based lubricating jelly. If you are using a condom (which you should absolutely be using) do not use Vaseline (petroleum jelly) or other oil-based lubricants because it will break down the rubber.
Having sex for the first time is an important decision and comes with enormous responsibility. It is a choice that is made based on what is best for you and what you are most comfortable with. If you decide to have a sexual relationship, please be sure and practice safer sex.