I had been a virgin until just recently. I have been with this guy for a while a feel completely comfortable, and love him so much. I feel I made the right choice. My question is, that I heard that it hurts, and you may bleed a little when you have sex for the first time due to the "tearing" of the hymen. When I lost my virginity I didn't bleed and it didn't hurt, though there was a bit of uncomfortablness. Could my hymen have been torn before. By a tampon maybe?
Thanks for taking the time to read... and for you help.
I'm completely clueless.

You're absolutely right, and it can happen from any number of reasons, like horse back riding and so on. I'm sure you'll get some more medically oriented answers very soon here.
And since you've crossed this threshold, please consider birth control, STD's, and a variety of health & well-being issues.

Thanks... and we have considered all of those things. We were very responsible about the situation.

Sometimes the hymen just stretches but does not break. It might even happen the 2nd or 3rd time?

Hymen can break at anytime. Many people associate this breaking as to losing virginity but it is well known that this is not always the case.