Things I would consider as milestones for my DC boys and girls, would include first day at school, first time away from home over night, first day at secondary school, first period (girls only obv), first sex, first time living away from home, first job, living with someone/getting married, first house bought, when they have kids.
With each of these steps, I would be glad to see them growing up and becoming more independent. I would hope that each thing could be a positive experience, rather than an unpleasant one....and hope I had done something to help them prepare for it so it could be positive, or that they had been equipped to cope if it wasn't positive. And with most of these steps, a tinge (and it's only a slight tinge) of sadness that the child is no longer quite so dependent on me would be felt, admist a stronger feeling of being proud of them for being themesleves and their growing up.
It reminds me of that song Meryl Streep sings in Mama Mia when she looks at her beautiful daughter about to get married - she is thrilled and proud and wouldn't have things any other way, but she also looks back on when the DD was a little girl with a bit of sadness because that phase is in the past and cannot return. Don't we all sometimes think back to when our older Dc were little and feel just a little bit wistful.....it doesn't mean we begrudge them growing up or think they shouldn't.
And I echo the many congrats given to OP for managing to have a relationship with her DD where she felt able to tell her mother about first time sex, and that she wanted to. It was important to the DD and she wanted to share it. I think OP was right to not say too much and it clearly is a private matter for the DD. As others have said, if it's appropriate in their relationship for the OP to just check about precautions in a very low key kind of way, she can, but there's little more to be said.
In a few weeks, OP won't even really think about this issue. I think she's allowed to feel a bit funny about it for a little while - it's her DD taking another step away from being a child. The feeling will quickly pass and is entirely normal.
Just out of interest, to those of you who are big advocates of one-off sex being as good a context as sex within relationships, I just wonder if you would also say that for someone having first sex? I understand that for adults, many people feel like that and many men and women are able to enjoy lots of sex with lots of people and find it more enjoyable that way and don't feel they suffer any harm from it. If you think it's preferable, would you also think it was preferable for a first time? Again, genuine question.