No, not every girl bleeds the first time.. If she has compliant hymen the bleeding can happen only after several relationships. There are even women who never bleed.
The hymen is a small membrane located at the entrance of the vagina and usually breaks at the first intercourse, generating a small bleeding which lasts at most a few hours.
Little elastic hymens usually rupture the first time. Those with more elasticity, known as "complacent", may not break so easily.
Some hymens are thicker and may cause pain at the time of the breakup, while others are so thin that the woman does not even feel that it has broken.
The gynecologist can easily detect the presence of the hymen when doing the gynecological examination and clarify any doubts about the bleeding in the first relation.
Learn more at:
What is compliant hymen?
How do I know if I have complacent hymen?
How long does the bleeding last after losing your virginity?