There is no such thing as a first time when it comes to sex and pregnancy, so yes, you can get pregnant. If you are not looking to be a parent, I would suggest you abstain until you are ready. Talk to a doctor for medical advice.
Yes because nine times out of ten, your boyfriend will say, "I don't need to use a condom", "It's our first time, you won't get pregnant"... However, most likely, you will. Are you ready to be a parent?
Now, why would you think the first time would be different than any other time? Do you think that something needs to be "warmed up" first? I hope to God you used protection, but if you are asking this question, I can assume there are other fundamentals of sex education that have escaped you. CJ's answer is the best. There is always a chance, even if you use protection or birth control.