What stupid replies you've had so far to a question you posted. No indeed ... for a man it certainly doesn't hurt. Doesn't even for a woman if she's got a decent lover and she's ready.
Worst that can happen is you have premature ejaculation inside her. Means you cum too soon. Not a problem ... do it again shortly afterwards and bit by bit you'll both love it eventually.
Ok, let me try to address this as if I actually thought it was a genuine question (which I do not).......
No, for a male who is within normal physical size and health, having sex for the first time does not hurt. It is actually a very pleasurable experience.
As for females, pain and hurting is relative to the person individually. Some women experience slight pain, but normally not anything traumatic. The degree of pain, or discomfort, depends on her tolerance for pain, her physical dimensions, the thickness of her hymen, the size of her partner, how much care is used when having sex, whether she has used toys before that proximated a human penis' size, and other factors.