It's not to do with guilt, unless you've cheated on someone else by going with a man you've just met. It's more to do with letting yourself down. How will you feel if that man tells people how easy you are? If you've just met, you haven't had a chance to build up trust - or anything else.
It means you have given your all to someone you don't even know whether you like yet. You've just had a first impression. Above all, it's risky. Getting experience may seem important, especially if you have to keep up with your mates, but was it worth it?