All of the others' comments are great, but also, you need to make an appointment to see your gynecologist. Yes, it is more important when you become sexually active, but there are so many things that can go wrong with the female reproductive system, and you are of menstruating, child-bearing age. The gyno exam is awkward but only slightly uncomfortable. As with having sex, the key is to relax as much as possible, because the more tense you are, the more uncomfortable it will be.
Just take it slow. Don't do it till your ready. And remember after the first time, it gets better.
First use protection, understand you can get pregnant the first time and while on your period.
Having sex the first time feels no more than if someone pinched you, its not really painful. Make sure he takes his time and stretches you with his fingers before attempting to enter you, it will be a whole lot easier.
Don't rush into it, making love is something that is not to be rushed into. Save yourself for marriage, let your one and only know that you saved yourself for him, he will love you all the more for it.
Don't worry, if the pain of losing one's virginity was too much for women, there wouldn't be a human race. :) My first time didn't feel great, but that was mostly because I was tense, not because the body makes it impossible to have sex.
My advice (besides "don't be in any particular hurry to start having sex") is to use lube for sure, but even more so, wait until you are so turned on that your excitement is the overriding factor. A little wine doesn't hurt either.
It's hard to get swept away in passion when you are dealing with the specifics of birth control at the same moment, so you might get onto the pill well in advance of the time you think you might lose your virginity.