No. If she has anemia.

It is a common belief that a virgin is supposed to bleed after having sex for the first time. This is a myth. Many women do not bleed after their first sex while some do. The bleeding is due to stretching or tearing of hymen, a thin membrane partially covering the vaginal opening. A woman may not bleed after her first time due to vigorous workouts, exercises, sports, tampons and masturbation.