OK so I just recently lost my virginity... but Every time I have protected sex I bleed... is this a bad thing or is it normal??

I would definitely get this checked out if it is a lot of blood. But if it is like a smear in your underwear it is most likely from friction. Look into ways to make it more comfortable for you, that does not sound like you enjoying yourself. It sounds like you either very young and should not even have sexual relations and should save yourself for your husband to be... or?

How old are you?

It's possible that you had some vaginal or vulvar tearing during intercourse.

Have it checked by an obgyne.

Maybe you just have a thick hymen- sometimes it takes many encounters to completely break the hymen-
Maybe you are allergic to latex, but I agree that you should see your OBGYN
Could you be pregnant?