Welcome to the boards, girlyprob.
Just so *you* know, bleeding with first sex with someone, when it's actually really wanted, and everyone involved is being gentle, is UNcommon, not common. When vaginal bleeding with sexual activity -- be it a 1st time or a 300th time -- happens, it usually happens because there was an injury, due to a partner not being gentle enough or the person with the vagina not actually being into it enough before it even starts.
But I'm concerned you're with someone who is treating you this way, and who seems to see you and your body as, basically, something to try and own. Something about them, not you.
I'm concerned you're with someone who is making being with you contingent not just on you never having had a partner but them before (which is bad enough all by itself), but on proving it to them. Proving it to them by having to bleed, no less, which is pretty darn creepy when you think about it. Who would want their partner to get hurt with any kind of sex, and why would that make someone feel good?
But you can't prove he was your first partner. No one could prove that to someone else. That's not something we CAN prove, because the body offers up no such proof. But no one should HAVE to prove this to someone else. In a healthy relationship based on mutual respect, no one is even asked to. So, I wouldn't suggest you try and prove it. I'd suggest you think about why you're with someone who'd act like this in the first place.
So, can I ask you if outside of this, this is actually someone who you think is a truly wonderful person, and who treats you with loads of respect and care? Who extends trust to you? Who is willing to check themselves when they're behaving poorly and correct that behaviour?
Can I also ask why you'd even *want* to stay with someone who is treating you like this? Why not, if you're going to be with someone, choose someone who treats you with more trust, care and respect?