Of course it happens, that's why there are so many unwanted pregnancies, especially among teenagers, who don't take precautions and get pregnant the first time... ╮(￣▽￣)╭
or they didn’t receive any sex education/were only taught to just not have sex, and so they simply don’t know how easy it can be to get pregnant, because no one taught about condoms or hormonal birth control or even that having heterosexual sex can lead to pregnancy (yes there literally are teenagers out there who are so sheltered by the adults around them that they don’t even realise that heterosexual sex leads to pregnancy). The area I went to school has a lot of private catholic schools, I went to the only private school in the area that wasn’t catholic but anglican, and while my school taught VERY extensive and comprehensive sex education (they literally covered every possible topic they could about straight sex), the catholic schools in the area teach nothing but abstinence and so they have long had teen pregnancy scandals, whereas the kids at my school (k-12, so we had high school students) received the nickname of “the *school name* virgins” because there were never any teen pregnancy scandals because we were actually taught about sex and how to have safe sex to prevent pregnancy and prevent against catching/spreading STDs
first try pregnancies really do happen! The women on my mum’s side of the family, apart from one of my aunt’s (who has very severe pcos), all have a history of being very fertile. When our mum and bio dad decided to start trying for their first baby, my older sister was conceived almost immediately after our mum stopped taking the pill, literally didn’t even have a regular period after coming off the pill before my older sister was conceived, it was immediate. And then 4 years later it was the exact same thing with me, mum came off the pill and immediately got pregnant with me before she had a proper period. Happened to my other aunt as well and my maternal grandma, on the pill and then fell pregnant within a week or two of coming off the pill. My older sister also got pregnant immediately after her and her at the time brand new husband decided “we’ll just see what happens, it’s highly unlikely it’ll happen on the first go”, but BAM, she got pregnant, literally the same weekend they got married.