Feb 8, - Some girls and women have PMS (Pre-Menstrual Syndrome - sometimes called PMT or Often the cramps start before you begin to lose blood. . This can only happen if the female has had unprotected sex with a male. Some girls bleed the first time they have sex, but not all girls do. The reason why some girls bleed the first time they have sex is because their hymen stretches or tears. The hymen is a very thin piece of skin-like tissue that partly covers the opening of the vagina.