First time was with a girlfriend when I was in my early 20s. She was actually turned on by the idea, but wasn't into sharing. The second one also turned out well, she was also turned on a bit by it, but I didn't want to explore it (had developed some deep feelings). She did use a strap-on a few times which was really cool (though oddly, she didn't like the idea of watching two men screw).
Coming out can be a tricky thing, but truthfully it's only fair to your partner if it's a strong part of your inner self. I've made a point to tell all the women I meet (early on). Most decide to part ways, but a few just have a ton of questions, than make it clear they have no desire to be in a threesome, etc.