Sex the first time (guys only)?

Hey this question is for boys/men only please. I am 18 and have yet to have sex. But I am contemplating trying it with my current girlfriend before I head off to college. And i was wondering, was it awkward the first time? I have never been fully naked in front of a female before and am kind of scared. Sometimes I get so anxious when being intimate with a girl its really hard for me to get an erection. But, If I do get a hard on I am afraid of loosing my erection and preforming like ****. Can any guys give me some tips on how to relax, or share any comments about there first time and how to go about mine?