Chrissy,
Your hymen is a thin membrane across your vaginal opening. Some people are born without them; others "break" theirs through exercise, tampon use, etc. Except in rare cases, it has a perforation(s) in it; this is evident once you've gotten your period.
Again, except in rare cases, it's not a thick wall that has to be forcably ripped at first intercourse. Usually it just gets pushed to the side and eventually diappears or little tags remain.
From your title "What will happen?" I'm guessing you want to know what will happen the first time you have sex as far as pain and bleeding? That's hard to say, as it varies from person to person. I never had any pain or bleeding the first time; others have. Just remember you always have the right to make your partner stop.
Hope this helps!
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what will happen :( 
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