HI.
Dear Avinash,
You may have pain your first intercause due to rupture of hymen, and less lubricant and due to fear .
As you know the opening of the vagina has a thin mucosal fold called the hymen.
There are different type of hymens.It can be Imperforate Hymen, Microperforate Hymen, Septate Hymen
(you can get more detail here http://www.youngwomenshealth.org/hymen.html )
In your case there may be 3 main causes to felt less pain.First sexual happiness may reduce your pain.
Other thing is you may had already broken Hymen without your knowledge.(You have a history of bleeding which more suggest)
Hymen can be broken in many ways and not only related to sexual intercourse though the latter is the most implicated cause. Active girls have a huge tendency to stretch and break their hymen by doing exercise, biking, dancing, jumping and other physical activities. Inserting tampons will also stretch out your hymen. Of course, sticking your finger into your vagina with adequate force will tear the covering.so you may have less pain in your first intercause.other thing is you had wet too much and it may further reduced pain.
Also you may had congenital absence hymen which is rare condition . then you may not feel the pain as nothing to damage inside the vagina.
So.. hope you understand well.
Please be kind enough to rate my answer.
Take care.
Dr.Dil

as you mentioned you were extremely aroused during sex.. so at time pain and bleeding doesn't occur as one expect.. and this is not something very unusual..