Well, shall we go for a list?
There was my girlfriend of one and a half years (14-16, we were together for). We'd never have sex, for reasons that I shan't describe here. Part of it was being kinda young, part of it was reasons she imagined that I shan't digress into here. But when we finally did get round to "doing the deed" it turned out that she was too incredibly tight, even for my pitiful manhood. Hell, it hurt me trying to get it in as much as her. That was a fairly crushing blow to an already unhealthy relationship.
Oooh, ooh, or the SECOND time I nearly lost my vaginity. When I was so sexually anxious from the first girl I was unprepared for seeing someone a year older than me. I was terrified the first day we went out, she wanted it. I wanted to oblige, but the little fella was so terrified I'm pretty sure he retreated into my kidneys.
...and then I tried to do it anyway. Urgh.
Just urgh. That's maybe the most embarassing. I've done worse things, but that's the only moment in my life I'm routinely pained to reminisce, even 3 years later.