I have had sex for first time and the next day I had sharp pains most of the day I am very worried?

Wait & see. There are a few normal / natural reasons why this may have happened, and without an age, i will lean toward late teens/early 20's. If pain resolved completely, then would see how it goes with next session--if no pain, less likely a problem exists. If it recurs, then you should be checked by a gyn dr.