Getting More Serious - Going All the Way
When you're fully comfortable with touching, kissing, and massaging each other *everywhere*, intercourse becomes a possibility. This is a SERIOUS STEP. If this is your first time, it is really and truly something you think about and remember for the REST of your life. Consider that. It may seem OK now, with a person you've known for a month or two. But in the grand scale of years and years, will you feel good about yourself when you look back? Don't think about pleasing ANYONE else. It's YOU that will look in that mirror every morning, who you will take care of and be for many, many, many years. You always have to take care of YOU first.
Really make sure you're comfortable with each other in the previous areas! If you just leap to this area you'll be so nervous that you'll miss out on half of the sensations. You want to have taken your time to get to this stage, so the anticipation is really intense and you're both ready and eager for this part. There shouldn't be any hesitation at all that either of you want to do this, otherwise it makes the situation tense. Which isn't good and can in fact destroy the mood. Be REALLY ready. Be REALLY sure and really know this person you're going to be with.
Be Somewhere Quiet and Secluded
Probably the most important time, hopefully you practiced this with the previous stages!! This is THE big step for most couples. You do NOT want to be interrupted!! No siblings around, no friends to walk in. Make sure that you are definitely alone. Make sure you both ARE ready and sure about this, and wanting it. And make sure you built up to this through all the other stages so you're already comfortable with each other and with touching in general.
Wear Something Comfortable
Even though you're already very comfortable with each other, touching each other all over, this is still a big step to take. So wear your favorite snuggly sweater. Wear something that makes you feel good about yourself, something that you feel comfortable in. You want to surround yourself with positive thoughts!
Take it Slow
Especially if this is the first time for the woman, there could be some pain involved as the hymen (membrane protecting the vagina) is torn, and some blood. Also, sex can be painful if either person is very nervous and tightens up, and doesn't get lubricated. So be sure that you're already really comfortable with the previous stages and with touching and having orgasms together in general. Have some KY jelly on hand in case things do get dry, so that you don't hurt something.
Don't Expect Dual Orgasms
It takes a while before you get the timing down so that you both orgasm together, and some people just never do. The aim should be for you both to enjoy yourselves however it happens. So if he ends up coming first, and then she does later, that's fine! Take turns, so that sometimes she goes first, and sometimes he does. If sometimes you both do together, that's wonderful too!
The Mechanics of Sex
If you somehow missed your biology class, in essence the male's penis gets enlarged and stiff. The woman's vagina gets very moist so it's slippery. He then puts his penis inside her vagina and slides it in and out. He really enjoys the sliding in and out sensation. She enjoys the pressing-on-the-clitoris part of his body, and also there's a spot within her vaginal walls that enjoys being pressed on by the penis. Eventually one or both 'come' and then often promptly fall asleep :)