One thing I would recommend is putting on some background music, like some jazz with no words. Then if you start thinking too much you can just tune into the music to get back in the moment. For sex you need to get into your body and out of your head.
You will want to take some time to explore all of each other's bodies before going straight to the genitals. That is the foreplay and consists of mostly rubbing, kissing, and caressing. Go slowly and notice what she likes. Then take your time with examining the genitals, in the same ways you explored the rest of her body, before jumping in.
There is no way to mistake the urinary opening for the vagina, you can rest easy in that. More likely problems are losing your erection due to anxiety or premature ejaculation. If you are both virgins sex the first time or two will probably be awkward at best. But it does get better.
And yes, do be clean, that makes everything much nicer.
