The first time isn't as great as you'll expect it to be.. It's still not too bad though.
Tbh, being a virgin/not being a virgin/losing your virginity doesn't mean anywhere near as much as people think it does. It doesn't change who you are.
Some people are like "Im gonna wait till everything's perfect before I do it." Morons. And others are like "I NEED TO HAVE SEX!" They're morons too. Basically, what I'm saying is, if you want to, go for it. Don't worry about anything, it doesn't change who you are, and will have very little effect on your life in the future. But at the same time, don't feel like you have to because of peer pressure or whatever. If you don't want to, don't.
It means so much less than what people think it does. But yeah, from what you've said you seem like an alright guy and she's up for it.. If you want to, just do it. Don't rush into anything, but don't hold back.