I hate to be the odd duck out and I also don't want to scare you, but when I had my first exam done, it hurt. A lot. I also bled a lot when I had sex for the first time. But what I think is the most important thing that I learned from my ordeal is to make sure you find someone who is gentle and caring when giving you an exam. The woman who gave me my first exam clearly didn't want to be doing it, and didn't really give a hoot why I was there, or the fact that I was a virgin and didn't use tampons at that point in my life either. She had no patience for the way I was feeling. So, here's my advice to you. It may hurt, probably not like it did for me (I believe I'm a bit of an anomaly, sex still hurts, two years later), but most important, be proactive about your ob-gyn. If you are not comfortable with them, if you don't feel that they are kind, caring, and gentle, if they don't respect how you feel, walk out of the room. My experience with Planned Parenthood, (I've only been to get my pills, not for a pap or anything, but I'll probably go in the relatively near future), has been that the girls there are super nice, so I think that might be a good option for a first time.

I hope I didn't scare you, but I wanted to share my experience with you, especially since it's been so different from everyone else that posted. Take care and good luck!