An interesting article published in the February issue of the Journal of Sex and Marital Therapy examined how current sexual satisfaction levels are related to the experiences people had when they lost their virginity. The study surveyed over 300 college students who had lost their virginity during consensual sex, and looked to see how happy those students were with their ongoing sex lives.
The study found that, on the whole, having a good first sexual experience was well correlated with having more satisfying sexual experiences later in life. It was also correlated with having a greater feeling of control over one's sexuality and having less sexual depression. To me, this makes a lot of sense, because it seems likely that people who lost their virginity in a positive way were more likely to have done so with intention, and that's something that should be associated with more sexual autonomy and satisfaction later in life.