If You Don't Use Lube During Sex You're Doing It Wrong Men's Health Magazine Australia No, first time sex should not hurt! Despite what we commonly believe, pain, discomfort and hurt shouldn't be present during sex whether its your first time or not. Pain is often a Sex Advice: What is sex without lubrication? A pain, especially for many women or people with vaginas. When having vaginal sex you only need to use lubricant (lube) if you're not turned on or wet enough. True or False? If sex hurts, try lubrication first.