I hear a lot about the negative side of sex and bad things that could happen from having sex. What are some of the benefits of having sex? What are some of the positive outcomes that would/could result in having sex with my boyfriend?

I've been with my girlfreind for almost 10 months. We have been in a long distance rlationship the whole time that we have been together but we have seen each other at least once a month and just recently spent the entire summer living together. But anyways I just moved back home and I need advice on how to have phone sex with her. Obviously we are having sex and I love her more then I have ever loved someone yet I cant seem to rid myself of this shyness I seem to have on the phone I want to but I am shy and so is she. I'ts hard for me to say the dirty words to her because I've always watched my mouth around ladys. How can I overcome this? I need to know how to initiate, continue and end.