First things first: don't have sex with him if you are having doubts. If you are scared and unsure, then wait. It may be that you're ready for the psychological and social baggage that come along with being sexually active (and don't kid yourself, once you have sex, you are sexually active), but what if you're not? These doubts and fears may be your subconscious telling you that it's not time yet. Better to wait when you are ready than to go ahead and suffer the ramifications that come from having sex prematurely. There is nothing wrong with waiting. Furthermore, if your boyfriend can't understand your desire to wait then he's not worth keeping around. That sounds harsh, but when it comes right down to it, you're basically asking whether he cares more about you or about having sex with you. Whether or not he pressures you is a way to discover the answer to that question.
If you decide (carefully...don't make hasty decisions) to go ahead with sex, the very first thing you need to do is make sure that it is planned and not spontaneous. This is important for a couple of reasons. First, you probably don't want interruptions. Furthermore, you need to secure a contraceptive. DO NOT HAVE SEX WITHOUT PROTECTION! I don't want to have to answer an eHelp in a week because you had spontaneous unprotected sex and you've missed your period. Don't count on him to be smart about it either. If you're not on the pill, get a condom and make him before his penis comes anywhere near you. If you aren't mature enough to insist on protection, you are most certainly not mature enough to deal with the consequences of sex.
As for the position, I recommend that, for girls for whom it is the first time, they start out on top in the cowgirl position. This allows you to control how fast penetration and then intercourse occurs as well as how deep that penetration is. While you and her are getting to know your body and what you like, you need to take it slow and be able to stop if something hurts. Different girls experience different levels of pain. When my wife lost her virginity to me (and I to her), there was some pain. However, I have a couple of friends who said their first times were totally painless. It really depends on you, so until you are comfortable, stay in control. Don't count on him being understanding of your discomfort in the heat of passion.
And I can't say it enough. If you are unsure, wait!