Praise be to Allaah.
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.