The idea of buying a lubricant can seem embarrassing to some people, but it's just another tool for heightening the sexual experience and making it more comfortable and pleasurable for you and your partner. There are many different kinds of lubricants to choose from, too, but water based lubricants are the most common. One of the reasons they're so popular is because they're easy to clean up and they won't stain or damage your sheets or any other surface you're using for your encounter. Some of the oil based lubricants can leave stains that just won't come out easily.
Many different groups of people use lubricants. Women who are older have less natural lubrication, and they often find that a lubricant makes sexual encounters more comfortable. That's also true of women who have partners with large penises, because a well-endowed man can sometimes cause discomfort - especially if the woman is relatively small or has not had any children. Of course, people who engage in anal sex, whether homosexual or heterosexual, also often use water based lubricants so the penis is able to be inserted more easily and does not cause pain.
Sometimes, lubricants are just used for fun because they can make things slippery and that can be sexy and arousing. There are plenty of different brands of lubricants you can choose from, so take some time to look around with your partner and decide which lubricants you'd like to try. Most are standard, but there are some that are also enhancing in some way in that they tingle or get warm when used. Be sure to read the directions if you're using condoms or any kind of birth control that's inserted into the vagina, to make sure there are no problems with using the lubricant with your birth control method.
For those on the pill or who have had surgery to avoid pregnancy, there's no concern unless you have an allergy to anything in the lubricant. Most are non-toxic and hypo-allergenic, but it's always good to use only a small amount for a while so you can be sure that the lubricant is right for you and your partner. A water based lubricant will have less chance of causing you a problem, and will also be so much easier to clean up when your sexual encounter is over. It comes out of sheets and off of surfaces easily, and also washes off skin with a minimum of effort.