It is not obligatory to have intercourse on the first night of 
marriage
Question

                Asalaam-O-Alaikum
I am getting married in few months..My question is do 
husband and wife have to have sex the first night?
I have heard that if you dont have the intercorse fist night of 
your marriage, you're commiting a sin and u can't celebrate 
walima, is that true?
May allah bless you for leading us muslims to the right path
Praise be to Allah.
What you have heard - that it is obligatory to have intercourse on the first 
night of marriage - is not correct at all. Not having intercourse on that night 
is not a sin, and does not prevent one from celebrating the waleemah 
(wedding feast). Whatever happens between the two partners on their 
wedding night is their concern alone, and they know best what will suit their 
own personalities. This is a good opportunity to remind Muslim men and 
women of the importance of verifying whatever they hear, and to warn 
them not to accept Islamic rulings from people who are not qualified to 
give them. We ask Allaah to help us learn that which will benefit us, and to 
benefit us from that which we learn.