Without the penetration in these areas, can you really say you had sex? For most people, the answer is no. Obviously, for women, it is penetration in the vagina, but for men, it means penetration in the anus or through anal sex. There will always be a first time for sex in everyone, and by sex, we mean penetration.
However, it cannot be denied that everyone has their first time and they will never forget it. Virgin is proven to be a social construct for both sexes, it does not exist-there is no such thing as a virgin or virginity.