Is having sex for the first time with your second partner always this weird? Please say yes.

Full disclosure: I was with my last partner for about 4 years. Until yesterday they were the only person I had ever had sex with. Needless to say, last night was bizarre. Not bad, just kind of felt like the Twilight Zone. It was super fun, slightly awkward, super intense (obvi) then sad at the end when I remembered that it wasn't really in-love sex, and then good again this morning when we woke up and hung out and had coffee. This person and I get along great and they seem very nice and respectful and we aren't "officially" dating (nor do I want to be, four year relationship ended about four months ago) but it feels like I just did something super intimate with an acquaintance. I'm not mad, i'm not sad, but I'm also not sure that it's something that I want to happen again if we aren't exclusive (hypochondriac here). Any advice for a confused sex-capader? Should I not be that freaked out by not-really-casual-but-more-casual-than-being-in-a-comitted-relationship sex?

Tell me EVERYTHING.