Right, okay, a bit of information on the female body: When humans evolved from quadrupedal to bipedal, the area on the inside of the vagina that the male's penis is meant to rub against to give her pleasure was moved, so giving a woman pleasure is a bit tricky.
It didn't move too far, however, and the solution is to apply pressure to the front wall of the vagina (which you can do with your fingers (the G spot) or by having sex in any position that will strike the front wall, such as doggy style). There is another way to access that patch of flesh and that is via the clitoris.
Getting a girl wet can take from a minute or so to about 15 minutes - I'm afraid there's a fair bit of variation, but your girl will be able to tell you more or less how long that'll take. Tip: a woman's personal scent gets stronger when she's aroused, so that might provide a clue for you.
Finally: there's something of a myth that girls invariably like sex to go slow. Although I don't doubt there are girls out there who like it that way, some of us do want a faster-paced act. I know I prefer it that way, personally, but I think a lot of men out there assume that if they go fast they won't satisfy her. So if she's nudging you in the direction of moving faster, by all means do it, unless you need to go slow yourself.
Good luck for next time - you'll be fine. first time, regardless of the myth, isn't always the best, so don't feel under too much pressure. First time, I think, is more about learning the mechanics of sex.
-------
[color=green]I run a site for teens looking for guidance.
Non-religious, run by an atheist. Click my homepage icon.[/color]