Angel is right, maybe you should just wait. There's really no rush, unless the man in your life is rushing you, and if he is that's not a good reason anyway.
There will probably be pain and some bleeding, but unless the guy is abnormally large, you're probably more scared than you need to be.
Remember proper lubrication, and protection. Good luck!
If you're having this much fear over your first time...maybe you're just not ready?? Are you in a commited relationship?? Do you know why you're so scared? It seems to me like it may be more than just fear of pain or bleeding. I don't know your history so, it's hard to say. Yes, it is natural, especially for women, to have some fear their first time. What you're describing is all out anxiety. Have you talked to a doctor? Just sitting down with one and getting all the in's and out's may help to ease your anxiety. Are you getting pressure to have sex, this would make your anxiety worse.