Need some input from experiences😬

Me and my boyfriend are both 15 & have been dating for almost 5 months. We are very close and he knows everything about me , as i him. He treats me very respectfully & is a complete gentleman. About a week ago he asked me if i thought about us having sex. So long story short we are both talking about sex now , and i told him when and if it happens i want it to be natural. We are just open about it now and may start experimenting more. We are both virgins. I just want to know .. is the first time always awkward ? And does it really hurt ? Also i am getting an iud so i dont get pregnant for if anything does happen.. does the iud hurt too ?