When my gf and I lost our virginities to each other, it actually hurt her so much we had to stop. She was very small and her hymen was intact, but we were very good at communicating (especially considering our age) and we just laughed it off and decided to try again tomorrow.
I guess what I'm trying to say is - it may not be perfect, it may hurt, it may seem awkward, but if you make an effort to be comfortable with each other and prepare properly it can be the beginning of a really awesome thing.
Do's: -use a condom, apply water based lubricant to it and yourself (oil-based like Vaseline may actually degrade the condom! Bad) -if he won't engage in foreplay, do it yourself. The more sexually excited you are, the more naturally lubricated you will be and more importantly, the more relaxed your vaginal muscles will become, allowing for easier entry -talk! If you don't like what he's doing, say stop and try something else, or just take a break. Same deal if it hurts too much. It probably won't hurt for him at any point, so it's up to you to speak up. -consider being on top. If you are the one in control of the speed and depth of initial penetration, he is less likely to accidentally hurt you. Due to his suggestion of just using a condom for lube and no foreplay, I assume he actually knows very little about how this actually works. Take control! After it's in, feel free to go nuts. Try whatever position you want. But you are the one getting a dick shoved in you, so you should be the one controlling how fast it does so, at least at first. -start with slow, small pumps as in the above suggestion. This will sequentially lubricate the inner walls of your vagina, the lube needs a little wiggling to work its way up there if you are not dripping wet with your own juices.
Don't's: -be quiet if it hurts too much to continue. It will hurt less with subsequent attempts, this is a fact, but you don't need to be in excruciating pain just for his sake -skimp on lube. I assume nothing this large has ever been in there, and while it may get messy it will feel better if everything is nice and slick -be embarrassed! Sex is totally natural and goofy stuff WILL happen. Body parts make unexpected noises, and funny faces will be made by both parties try to laugh it off as what it is: sex is hilarious and a little gross, but that's part of the fun.
Ladies: please correct me if anything I have said is wrong, being a male I can only share what I've learned from experience. That being said, good luck and have fun!