Advice for a virgin who is about to lose their virginity?

So I'm 20. NEVER had sex. I'm married.. that's the worst part. He's getting impatient and I'm so upset over it. The only reason I haven't had sex yet is because I'm scared it's going to hurt and bleed. Please help me. Even my 16 year old cousin has had sex.. that's embarrassing! Any advice or help? Ive never even used tampons or ever had anything up in me!