after intercourse for first time, my period is late

How delayed?

1. What date did your last period start?
2. What is the length of your cycle (typically 28 days)?
3. What date did you expect your delayed period to start?
4. What date did you have first sex?
5. What dates have you had sex since?

It may be that it is just delayed, but depending on the dates, a test might be in order.