Couples are just two people, so yes, everyone has issues the first few times.
We all learn quickly that adult film actors are just that - actors - professionals, and it's never how they make it appear!
As a married man, my memories of 'first times' are hazy, but i was always blessed with a degree of confidence, because any sexual contact i ever had happened on Day One, or not at all, so i didn;t havr much time to build up any complexes.
I am a confident person anyway, I know very well what i am, and what I am not, what I can do, and what i can offer, and i think if you concentrate on that, it makes things easier.
I lost my virginity to a seriously beautiful woman, and i recall thinking that she must have had dozens of offers, regardless of whether or not she acted on them. Then I thought - well, she is here with me now, so let's concentrate on us, and never mind whom she may or not have been with before - it's not important.
Half-way through (I was a nightclub DJ at the time) she told me i must have been with dozens of girls, and when i advised her that she was the first, she was really surprised! From then on, I ceased worrying about other guys!