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Are you waiting until marriage to have sex? Then keep your first kiss in mind. Yes, your first kiss. No matter how experienced a kisser you and your partner were at the time you started dating, you didn't know yet how to kiss each other yet. You were absolute beginners.
But by the end of your first make-out session, you'd already learned about each other's kissing preferences. A month of kissing each other under your belt, and you'd started to establish your kissing style as a couple — how intense, how much drama, how much tongue. After a while, satisfying kisses came naturally. Now you're masters at kissing each other. But that didn't happen automatically — it took a bit of time, effort, and adapting to each other. It was a process, getting to that place of it feeling natural. Same goes for sex.
Arriving at the bridal suite on your wedding night is a big deal. But be prepared that you're going to be exhausted, sweaty from dancing, maybe a bit tipsy. Not the greatest setup, but if consummating your marriage on your wedding night is important to you both, by all means, consummate away.
Be sure to keep the "first kiss" analogy in the back of your mind. This first time you have intercourse, there will be some bumbling around (and likely a bit of pain — expect some stretching your lady parts, since a penis is going where no penis has gone before). Don't be dismayed if you're not instantly orgasming (the bridal suite isn't a ridiculous RomCom or porn set, after all) or that you don't feel as natural or compatible having sex for the first time as you do kissing each other. Second time, you'll have learned from the first. A week, a month, a year of intercourse together, and everything will be different from the first night in the bridal suite.
Take the long view: You're in this marriage and this sex life for the long haul. And that's how a satisfying married sex life is built — over time.