So I had sex for the first time and was underwhelmed. Is this common or what?

For the first time, I´d say yes....it (usually) gets better....

Welcome I guess?

The first time you try ice-skating, it is usual to fall on your arse, bang your knees, get cold and wet and hit your head. Certainly you look and feel a damned fool.

But persistence, practice and coaching from an expert can get you to Olympic standard one day, and you will look and feel fantastic.

Don't overdo it, it can lead to hallucinations and insanity.. I know!

First off, mate, welcome along here.
How old (or young) are you?
How old was your partner?

Look,
To be underwhelmed is one thing, how did she feel about the whole thing?
I don't mean to be personal, but how long did you last?
That could have something to do with your underwheldmedness.

But, lets be real here, your first time is fraught with allsorts of emotions, mainly nervous-ness, I would never put a guy down for lasting a few minutes.

The media says men have to "go all night" to hold onto a woman, anything less is no good and you need drugs to "fix that little problem you have"

Absolute crap IMO, as long as you are getting decent oral sex, before intercourse, any man can last for quite some time, hours even, it really depends on your partner.

We are all adults here, I would like to think, we should be able to talk about things such as this.

So at the end of the day, it comes down to the MAN to protect himself.
Wasn't it nice of them feminists in the 60's to herald the bringing in of the Pill.

If one absorbs lots of sex via TV and fashion, their expectations are artificial, just as TV and fashion are. Pollution of the mind poisons lots of firsts. My family does not own a TV, nor do we subscribe to what people think in terms of dress standards. Ever seen a potato sack in blanco?