Sex during periods is a matter of personal preference and cultural beliefs. Medically, it is safe to have sex during your period as long as you don't use it as a ticket to have unprotected sex.
Some women also claim enjoying sex more when they are menstruating because of the feelings of fullness in the pelvic and genital areas
Menstrual discharge contains blood and tissue lining the womb. There is nothing dirty about it and contact with menstrual fluid will not cause any injury or irritation to the penis. There is no risk of injury to the uterus either. Unlike what you may have read or heard, the cervix, or the mouth of the uterus does not open up wide to let out menstrual blood. There is no risk of the penis getting pushed into the uterus while having sex during menstruation.
Pregnancy generally occurs if you have sex around the the time of ovulation, i.e. the time of release of an egg from your ovary. Ovulation usually occurs 14 days prior to your periods. Hence the chances of conceiving during periods are extremely low. However, there can be exceptions to this and it is always advisable to have protected intercourse if you do not wish to conceive.
With adequate precautions, sex during periods can be enjoyable. These are some of the points that you should keep in mind.