Does having sex for the first time affect the possibility of pregnancy at all?

Sure: A girl or a woman who is in her childbearing years (beginning from the year of her first menstrual period to the year of her final menstrual period)... CAN get pregnant on her first time having sex. That means if she does not want to get pregnant, she must not have sex yet, until she has properly prepared birth control methods such as condoms or birth control pills.