How do you conquer the awkwardness of the 'first time'?

Ok, so the question might be a little obvious to this description.
Right, im 15. Boy. And currently going to high school.
I was just wondering about having sex for the first time then I thought how awkward it would be when you and your girlfriend sit down on a bed and intend on doing it. Who makes the first move? Guy im guessing but HOW and WHERE?
Im not exactly planning on doing this in the near future – just wondered and itll probably help me in the future ;-)