How do you know if your "cherry" has been popped after the first time? Does it happen to all girls/women?

The first time I had sex I thought I had an idea of what to expect in regards to it being the first time (pain, a bit of crying, not knowing what to do, the hymen being broken, etc).
Of course it hurt & everything but when we finished, I checked the sheets & was a tad disappointed when I did not see any blood on them. To me it was kind of like a rite of passage or something, I don't know. 
So how do I know if the hymen was indeed broken or not? Could it have been that my boyfriend simply didn't go in deep enough?