Honestly, I am not quite sure why people are getting the thumbs down for saying sex is okay and not that big of a deal. It's only a big deal when you get someone pregnant. WHOOPS.
Protection is important. I'm not saying birth control, get condoms.
But, that does not really answer your question.
What makes it special; is having sexual interaction with the person you love, and know you are going to spend the rest of your life with. It's not the first time you lose your virginity. Passionate love making is the best. It's my view on this, not trying to get everybody else to agree with me.
If the sex with your girlfriend bothers you, it's alright. My first sex bothered me too, and a part of me did regret it. But now I am over it. Because right now I am with a man that I am going to marry in a few years. Not now because I am only 18. Well, 19 soon but lol whatever.
We often talk about how we're going to make a gaming room, or how he is going to take care of me when I am pregnant and go to the groceries for me. That actually made me cringe. It's grossly cute.
But, what I am trying to say is... it's okay. I just want you to be able to experience the same thing later on, and you will. Many people have had sexual interactions with different people. Different experiences and what not with each person. You just have to be careful, is all. I am not telling you to go and have one night stands.
Just do not think too much of it. But, I'd say talk to your girlfriend about it and see what she thinks.