We want sex!! But the girl doesn't want to become pregnant

My boyfriend and I, well we want sex, but I really don't want to become pregnant.  When some people have sex they don't get pregnant and I want to be on that side. And some do get pregnant whether the condom burst or missed pill.  So how exactly  oes one for the first time going to have sex do NOT get pregnant whether using a condom, the pill etc. for those who had done it and not get pregnant.