So, my (male, 21) partner and I (female, 21) finally had penetrative sex. I didn't bleed the first time, but did a very small amount the second time. When I went to the bathroom later, it was somewhat painful to urinate, and wiping my labia hurt quite a bit. The pain has gone down over the next several days, but is still noticeable.
I think this is nothing to worry about -- first-time penetrative sex sometimes hurts for women, and this was minor enough to shrug off. Furthermore, my partner and I are in a long-distance relationship, so we had sex ~five times in three days. Thus, I don't think my labia had much of a chance to heal, and it's still slightly painful (about 24 hours after the last time we had sex).
(I feel like I should note that the pain was totally and completely worth it -- I just want to check to make sure there is nothing wrong. I would also like to note that unlike the stereotypes, losing my virginity was an entirely positive experience for me.)