First time advice and questions

Hii~ first of all: dont ask me how i ended up in this kind of sites>< I'm just curious. I'm a 25yrs old virgin (female)... I'd say that the most sexual thing I had done is hump a pillow or just caress my vagina... but recently I have been wondering what is like to have sex... so I have this questions; You see, the first time I caressed me I ended up bleeding (no, I didn't insert anything inside me, I bleed a little) so... did you bleed the first time you had sex? Does it hurt? What did you to make it hurt less? I'm too scare to have sex yet, but i really want to, so... please give me some advice or things I should know before having my fist time~