My eyes are completely bloodshot and a little sore. Is it normal for my eyes to be like this the first time wearing contacts?

NO. The problem may be you wore them too long for the first time, they are not fitting correctly or you have a dry eye condition that became aggravated by the lenses. Suggest you follow up with the doctor who prescribed the lenses to find the cause of your problem. The lenses should be evaluated while in your eyes to determine the correct fit.