What should we expect our first time having sex?

My girlfriend and I havie been dating for almost 4 years now and we have finally decided to have sex for the first time. I'm 21 and my girlfriend is 18. what should we expect the first time we have sex? Is it going to hurt for her? Is she going to bleed? we are going to be safe by wearing a condom and she is also on birth control. What shoudl we expect?