Does it hurt the first time?

Not necessarily; It's a good idea to be used to sexual contact before trying to go all the way; When a woman gets aroused she not only gets wet but also the vagina opens out to make it easier to enter. It's important to get to this stage before trying to put it in. If the penis only goes in a little way at first you can both enjoy feeling it there rather than trying to force it which will probably hurt both of you. If it takes a few gentle pushes to get it all the way in don't worry about it. Take as long as you need. You have to be prepared to say please stop its hurting and he has to be ready to do that but if you start in the right way then that shouldn't be necessary.

No, it doesn't hurt if you are ready for sex. It's very pleasurable.
If it's the wrong time or you're not ready, it might hurt a bit, but then you'll stop. It wouldn't hurt a lot because you would stop before it got that bad.

Your hymen is a thin crescent of skin that surrounds your vagina. It has a poor nerve supply and a poor blood supply. Should it tear a little (and it's stretchy, so it's unlikely), there won't be much blood.

It didn't hurt my girlfriend at all. I do however have a small 4 inch penis.

the hymen is a thin membrane and there is no pain. you will feel pleasure which you already have experienced by masturbation.

Yes it does. No there was not much blood at all.