How should your first time having be like?

I am 18 years old and am in a very serious relationshipp. My boyfriend is in Colombia so yea its long distance but he is coming to see me, we visit each other every year. I am going to move in with him next year. We havent had yet I think is something very important and you need to do it with the right person. My boyfriend is not a virgin he has had past relationships so he is experienced. I know he is the one but I dont have much experience and I am very shy and nervous when it comes to so I would love to hear your advice :)