5 Pros and cons of BDSM sex on first night of wedding sex. Can we try bdsm on first sex after wedding. The answer depends upon how deepely you understand the bdsm sex and feelings of a woman. The purpose of first sex should be to make a good memories that can be cherished for life time. So a husband should love a new bride passionately and care about her feelings that shows the power of a real man rather than just showoff of body power.