No. Many girls do not bleed the first time they have sex. Some girls will have a small amount of bleeding, especially if the opening into the vagina is small. The hymen is a thin tissue that surrounds the opening of the vagina. All girls are born with a hymen but some girls are born with more hymen tissue that makes the size of the opening smaller. Most of the time with first vaginal intercourse, the hymen stretches to make a bigger opening and there is no bleeding. If the opening is small or the vaginal opening not well lubricated at the time of sexual intercourse, a small almost invisible tear in the hymen occurs and causes bleeding.