The hymen is a thin membrane that partially covers the vaginal opening. Hymens can be thick or thin and come in different shapes. Some girls break or tear their hymen when they are playing sports, riding a bicycle, masturbating or during sexual activity with a partner such as fingering or vaginal sex with a penis. It is typical for the hymen to shed a little blood when it tears for the first time, but this isn’t always during the first time she has sex. If the hymen is very thick, a girl may have a difficult time inserting a tampon, penis or finger into her vagina. She can talk to her health care provider if these activities are painful.