(I figure that if people read what I write, they can't be all that squeamish about such details.)
I was reading a list of someone's pet peeves in romance [livejournal.com] and thought, Hmm, to myself when I reached "Despite it being the first time for her, it is always the best sex he's ever had in his life, even if he's slept with trained courtesans and half of Europe to boot." It's true that a lot of romance heroines are virgins, and yet they have fabulous, rapturous sex that makes the guy determined that this is The One, and we all know no normal sex could effect that.
Now, I figure I can say (oh-so-modestly) that I was pretty good if the guy came early. (He did demonstrate greater endurance later, so don't go blaming him.) But in less modern times I suspect that the women didn't have the opportunity to explore the first three bases and become acquainted with male sexuality before deciding to go all the way. Yes, the emotional dimension may make the experience transcendental, but physically? Not everything can go smoothly.
Besides, so much of the fun is in how sex gets better the more you do it with each person.
I don't know if adding a moment of awkwardness detracts from the sensuality of the scene (the way some readers object to taking the time to put on a condom), but I think it does make it more endearing. I just read Eloisa James's Desperate Duchesses [books.google.com], and the hero takes two times to get it right. As I read that I was saying, "Yes! Yes!" (not that way) because sometimes multiple takes are necessary, and it said a lot about how the heroine was willing to let him get near her the second time.
Anyway, I just went and changed my heroine from a breathless virgin who lets the hero have his way with her, to a more experienced, demanding woman who ends up setting the pace when he starts off too slow for her. It might not be what the reader expects, but it was a lot more fun for me to write.