Hey, thought I would throw my two cents out there since I have experienced or still experience some of these same issues
1. I don't know how to fall asleep with a girl...
Been living/sleeping with my wife for about five years now, and I still have this issue. I sleep best if I have a little bit of space around me; if we squeeze together tightly, like we typically do after sex, I have a much harder time falling asleep.
2. I feel a bit uncomfortable knowing my first time was the way it was...
Sounds like you had some preconceived notion of what your first time should be like, and it didnt come true. What do you feel was lacking? Just the fact that you were both drunk, or were you looking to have your first time with someone that meant more to you? If it was the latter, dont stress it too much. Look at it this way: When you do find that someone special, you'll be able to please her a hell of a lot better than you would have if it were your first time.
3. Is there any way to make sex with a condom.. enjoyable?
Yes, Brand/type can be an issue. I found sex to be awkward/unenjoyable with Trojans, but great with Durex. Everyone's different though. More importantly, the first few times I used a condom I had a hard time concentrating on anything but the awkward feeling of the condom. Eventually the self-consciousness goes away and it does get to be more enjoyable. Maybe not as enjoyable as without a bag, but as others have said, better than the alternatives.
4. Have any of you had to keep yourself from telling anyone about good sex you had lately?
Havent experienced this lately, sorry. If she asked that you dont tell anyone, I would strongly suggest that you dont. Gossip travels fast, and when it gets back to her that you've been talking, every girl she knows is going to hear about how you treat girls/sex as trophies.