First time sex can be a discomforting, and therefore lubrication is of paramount importance. Be safe. Raise your concern; tell your partner if it hurts you. Just make sure that you know what you are doing! Foreplay is primary for women for the sake of good sex, especially for those who are doing it for the first time.
Kissing and touching are the best way to enjoy having sex. The most important thing to do is to have fun, whether it is with your girlfriend or your wife. Enjoy foreplay.
If you are not in the mood to become a father then you should take care of unwanted pregnancy. There are no real steps to have sex; it should just come to you naturally. You probably read a lot of articles and asked your friends and you are still wondering.