Hi there and thanks for your question. Some bleeding happens for a few women and girls after they have sex for the first time but not for others.

At the opening of the vagina there is something called the hymen. The hymen is usually made up of little folds of skin or tissue that are around the entrance to the vagina. It is present in almost all girls from birth. The hymen is a little different in everyone; it can be thick, thin, stretchy, not so stretchy or barely there at all.
The hymen changes over time and is affected by activity, puberty and hormones so often by the time a girl/woman has vaginal sex for the first time the hymen is just a few folds of stretchy skin around the vaginal opening.

For most women, the hymen is pretty stretchy and there is no tearing or grazing when they first have sex so they have no bleeding.

Sometimes for some women when having vaginal sex for the first time, the hymen can be torn a tiny bit or be grazed a bit if it is thicker or less stretchy, making it bleed. The bleeding should not last long. A little bit of bleeding for a few hours would probably be the most. Most commonly, a little bit of bright blood on your undies or sheets is the most you might see if you do bleed.

If you are having more bleeding than this or if it is going on for longer, you should see a doctor to make sure that everything is okay.

Don't forget that you can get pregnant and catch sexually transmissible infections the first time you have sex, even if it's only once, so make sure you take care of yourself and stay safe by using condoms and getting tested if you didn't use a condom, and use condoms every time in the future.

All the best and take care.