Many women don't bleed when they loose their virginity. You may have already, with out knowing, broke your hymen on your own. This can be done while excercising. Tho this may have happened to you, you were still a virgin when you had actual intercourse for the first time.
It is nothing to be alarmed about.
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If you have or suspect that you have a medical problem, promptly contact your physician or health care provider.