when I have sex for the first time, am I supposed to have oral too?

No, you don’t have to have oral sex first. But foreplay is a must. Especially because it’s her first time and it will be painful already, you need to get prepared for sex, so make sure she’s fully turned on before attempting to enter. Try using your fingers inside so she gets used to that first, start with one and go to two if she’s comfortable. Secondly, you say you’re nervous are you sure this is what you want. You seem pretty niave, asking whether you HAVE to have oral seems like you haven’t had much sexual education. And please god, use a condom, they are the only contraception that can protect against STD’s and pregnancy. But that doesn’t mean if you use one she can’t get pregnant or get STD’s, so make sure you both know the consequences and understand there’s a lot of risks involved with sex. Maybe get her birth control? If you are ready and love it may be awkward but should feel right. And ignore previous comments on that she should want to go down on you. It’s her choice, don’t rush her into anything she doesn’t want. Make sure you talk everything through and are both entirely ready.