Losing your virginity can change your perspective on many things, from your views on intimacy to your feelings in your relationship with the other person. There are no telltale physical signs of lost virginity that accompany sex for the first time.
Physical Changes
There is nothing the body does after sex for the first time that will announce to everyone around you that you've just lost your virginity. Your face might be a little flushed, but that's a temporary change that quickly fades.
Changes for Females After Intercourse
While females might expect to have their hymen break during their first vaginal sexual encounter, the truth is that many females go into their first sexual encounter with their hymen already "broken." Females expecting to experience a popping or breaking of their hymen during vaginal sex for the first time may find it doesn't occur at all. Sex might be uncomfortable, and skin irritation is possible from the friction accompanying intercourse (particularly with anal sex, which can tear the skin), but any discomfort from these should go away fairly quickly.
Changes for Males After Intercourse
Males might also experience skin irritation after intercourse, but this should ease quickly. Anal sex can cause some residual discomfort for the recipient, especially if skin gets torn. Planned Parenthood urges males to see a doctor if groin pain occurs after intercourse of any kind.
Accidental Changes
Intercourse can come with consequences when proper precautions aren't taken. Vaginal intercourse can lead to pregnancy (a big change to the body) - even the very first time you have sex. Any insufficiently-protected sexual contact (vaginal, anal, oral) can lead to sexually transmitted diseases, which can certainly lead to physical changes in or on your body.
Emotional Changes
The structure of your brain doesn't change after having sex for the first time, though you might feel an increased attachment to the other person thanks to hormones and the experience.
Hormonal Response to Sex
Oxytocin is released into the body during intercourse, and especially during orgasm. Even if you don't experience an orgasm your first time (which isn't unusual), increased oxytocin may make you feel closer to the other person and perhaps more emotionally attached. Oxytocin is also believed to promote trust and reduce stress, further attaching you to the person with whom you have intercourse.
A Shared Experience
If you have romanticized the experience of sex for the first time in your mind, this may cause you to feel more attached to the other person simply because that's what you expect to happen, or because you feel it's what's expected of you. If your partner made promises to you on the condition that you have sex together ("Have sex with me and I'll be yours forever.") then you may wind up focusing on the promised outcome and feel more committed or attached.
Relationship Changes
Sex can bring a couple closer together, just as it can be the catalyst to end a relationship. For example, if a person enjoyed the thrill of the pursuit of sex and then "conquered" the goal and had sex, interest in the relationship might wane as the pursuit is over. Relationship issues can arise when one person discovers they really enjoy sex while the other person doesn't have interest in doing it again.
Increased Attachment
Beyond the hormonal changes that accompany sex for the first time, the dynamic of the couple's relationship can change. They may feel as though they have more of a "claim" on one another because of the shared intimacy. Increased jealousy may happen as a result. Alternatively, losing virginity to one another might form a closer bond.
A Change in Status
Nothing magical happens when a boy or girl loses their virginity, and it's nothing that will necessarily be easily perceived by those around you unless you tell them. There's really no way to know for sure how losing your virginity will impact how you feel about your partner or what it will do to your relationship, but it's important to only lose your virginity with someone you trust and to take all the precautions necessary for a safe sexual experience.