Period came while having sex after that the period gone

It may not have been your period. It could have just been a little bleeding that sometimes happens during rigorous sex. If that's what it was, it's not a big deal.

You can chat/text/call a women's health professional for free at plannedparenthoodchat.org.

skyDancer's probably right, but if it was your first time, it could've just been your hymen breaking.