Just when a girls got to grips with boobs, hairy armpits and thunder thighs they have another thing to cope with. Periods. The proper word for period is MENSTRUATION. The first one might come as a shock. It can happen anywhere, anytime. It would be terrifying if you didn't know what it was. No need for nightmares.
The time between each period and how long they last varies from person to person. It usually takes a while to become "regular". Until then you just have to "be prepared." All a bit scary and grown up, but a fact of life. Periods aren't always painful and there are lots of ways to help cope with any niggly feelings and feeling blue. Exercise, relaxation and a healthy diet can help. If it gets really bad you should see your doctor.