Sorry you had a bad experience for your first time. Bad sex does happen sometimes. The only thing you did wrong (in my opinion) was continuing having sex with him for as long as you did. I would have 'Noped' right out of there at the first sign that it wasn't right. His size, the cigarette breath, dirty dick....all of those would been signs for me to leave. Good sex begins with everybody involved enjoying what is happening. If you weren't happy, then you need to stop and leave. You NEVER have to continue if you aren't enjoying it, that is your decision!
As for the possibility of catching something, you need to educate yourself with the STDs. Whenever you have sex, no matter how enjoyable it is, if afterwards you are going to constantly beat yourself up with the possibility of STDs, then you shouldn't be having sex with others. Educate yourself on the different diseases, learn how to prevent them, learn what the warning signs are. You will be so much more at ease.
Sex can be so much fun. Get better at choosing your partners. Learn about STDs. And just have fun! Discover what is fun and good for you, and go find people who enjoy the same things. HAVE FUN!