My mother had never talked to me about it, but I was also living with my dad at the time (and he sure as hell wasn't going to talk to me about it). Luckily, I started when I was about 14, AFTER "My Girl" had come out, so I knew I wasn't going to die. When I started, I was with my best friend and her family (which was like my family) at Pizza Hut. I told my friend, who told her mom, who was wonderful at helping me out. Of course, when we went back to the table, Daddy Dave, Papaw and Mamaw all knew I had started. But, I didn't mind so much since we were all really close.
I don't think I'll be having anymore kids, but I have to deal with the male version of this with my son. He's 8 and I've already started talking to him about puberty and what comes along with it. The other day we were talking about it, I told him one of the things that comes along with it is that his penis will get bigger. He said, "Good, because my penis is really small!"
I plan on keeping the communication between us really open. I don't want him to feel embarrassed about going through all the changes, because there's no reason to be!
I know, mine was a little off since I don't have a daughter, nor will I, but I still had to put in my two cents. (;