If it does happen, you just clean it up, and then use a menstrual pad if you need to. Because the idea that women bleed the first time they have sex is a myth that unfortunately many people still believe. Why do most bisexual women end up with men? There's nothing to be ashamed of when it comes to bleeding, just like there's nothing for a guy to be ashamed of when it comes to his body fluids, but you do always want to do what you can to avoid injury with sex, just like we want to avoid injury with anything else. In the case you do or did have bleeding, and it was more than spotting, and carried on for more than a couple of days, or if it happens with intercourse often, checking in with a healthcare provider is a good idea. We can always know at a birth who someone's mother is, since we can see an infant come out of her body. In either case, that doesn't tell us, all by itself, anything about you, your value as a person, the state of your virginity or your sexual experience.
Some women are even born without hymens or with hymens whose appearance is such that you can't tell there's one there at all.
One Bloody Mess: Myths & Realities of Bleeding with First Intercourse
As well, arousal and lubrication is an issue with this one, too. And that's not true, either. Not all people with vaginas bleed with first-time intercourse or other kinds of vaginal entry: Why would some girls not bleed during their first time in sex? It is not an inpenetrable barrier that must be broken by a penis in order to have sex. Some of this was based in ignorance, and some in seriously hardcore sexism and viewing women, and our bodies, as property.