First times are usually a cocktail like mixture of expectations/anticipations (origins from a plethora of sources), excitements, fears (rejection, acceptance), anxieties, pressure (performance), urgency, grasping, pleasure, the process of trying to interpret – fitting the new sensations into some mental model, sometimes shame.
The first times are Intense because of this cocktail but not usually pure pleasure. The pleasure is just one of the elements mixed into it.