There is a rule in the Gemara (Yevamot 34a) that אין אשה מתעברת בביאה ראשונה. The question is why the Talmud assumes that a virgin cannot conceive on her first act of sexual intercourse if the hymen is actually penetrable and modern-day observations have proven that a women can indeed conceive then?
This Daf Yomi Digest writes that
The Noda B’Yehudah writes in his responsa נודע יהודה קמא אה"ע סימן כ"ב that nowadays it is possible for women to become pregnant the first time they have relations. Furthermore, even in the time of Chazal the principle did not indicate that it was impossible for a woman to become pregnant the first time she had relations, rather the principle was stated with regards to the majority. The majority of women would not become pregnant the first time they had relations, but there was always a minority of women who would become pregnant the first time they had relations. This approach was followed by Rav Moshe Sofer, the Chasam Sofer in his responsa אה"ע חלק א סימן ו.
Others - שו"ת תשורת ש"י מהדו"ת סימן ע"ב, שו"ת מהרש"ם חלק ד סימן ע - write that in the time of Chazal the principle was absolute and the nature of people has changed (נשתנו הטבעים), which now allows women to become pregnant the first time they have relations.
I wonder if it might just be a matter of timing. The egg lives for only a maximum of 24 hours or so after ovulation, and sperm also are fertile for only a couple of days. Now, a woman might get married, and have her first act of intercourse with her husband, anytime during the tahor part of her cycle (and, according to the original Torah law, that would be 3 out of every 4 weeks), so the chance of this occurring close to her ovulation would be relatively low. During the rest of her married life, on the other hand, there's a much higher chance that they'll have relations at (or close to) her fertile time.
So this could indeed be expressed as the statistical fact that conception after first intercourse is much less likely (although, granted, not impossible). Nissim of Gerona actually says that this statement refers to the majority of women, (Alfasi on Yeb. 6a, end of ד"ה גרסי , beginning on 5b)
Rashi (Breshit 19:36) points out that Lot's daughters got pregnant on the first act of intercourse even if it doesn't generally happen. He explained that hey were in control and used a special technique. The Chizkuni and Zekenim meba'alei Hatosfot explained that they removed their "betulim".