I don't actually remember the first time I had sex because it didn't feel too much different from everything leading up to it. I thought about planning it at one point in time, but thinking about that made me nervous, so I just waited until it came naturally. Don't worry about it too much... if you are going to marry him, I think that you should feel okay about losing your virginity to him and learning about him more physically. I think that sex can often amplify emotion in a relationship. The only things I can really suggest for a first time are to make sure you're protected (if you're planning on using the birth control pill, talk to a doctor before planning sex), make sure you're very well lubricated, and I'd suggest using the missionary position (you lay on your back while he's on top. It helps get a pretty good angle, and it's easier for you to relax.) It might feel like it won't go in or it might hurt, but it works with persistence. Hooster is right, you don't need to be an expert for your first time. You'll learn, and you and your fiance will learn about eachother over time and it will get better and better. Men like it when you tell them that they're doing things right, and they like it when you have a positive response to them doing something.. this lets them know they're making you feel good and it will teach him how your body works.