You're completely normal. We all have natural fears about things that we've never done before - wouldn't it be natural to have a similar fear when you are a virgin? Of course it would. Everyone (even guys) are nervous about their first time, and for you to not be nervous would be a rarity, so you definitely fall into the category of 'normal' for this particular issue. The good part about it is that it doesn't have to be an awful experience. If you are ready and mature enough to handle it, and the man you are with is ready and mature enough to handle it - it may be mildly uncomfortable, but it won't be an awful experience by any means. There are little tricks and things you can do it make it much more of an enjoyable experience for you when you are ready.
Make sure the lines of communication between you and the person you're with are open - that's probably the most important thing. You have to be able to tell him what hurts, what doesn't, and what you want from him at that particular time. If he's anyone you should be with, he will respect that completely, and listen the entire time.
The pain will be present, of course. But, with proper build up to the actual act (and I won't get too much into that, please post a new topic with regards to that if you wish) can go over without much pain. There are ways to get you more comfortable with the situation, and prepare for the actual intercourse of it all.
Blood may also be present, but it won't be as much as you might picture. Some girls do not bleed at all, while some do. That's all part of it, and if he's intelligent, he will be expecting it to happen, and will handle it like a mature young man.
These little concerns are common, trust me on that. You should, however, start getting comfortable with your own body, and the best way to do that is through masturbation. It's a good way to learn yourself, so don't deprive yourself of something that can be a great learning experience. It isn't fair to you, or the guy you'll be with one day.
Things will be fine, I'm sure. :)