I agree with Shimmer that it's as important as you want it to be. It was important to me, and I'm glad that I lost my virginity in the way that I did because it was in line with how I felt.
The biggest thing to remember is that you can't take it back, or change your mind after the fact. If you feel like it doesn't really matter to you, and then go sleep with whoever to get it over with and then realize that it did matter, it's too late. I would wait until you're sure it's what you want.
This isn't really in relation to the question you were asking, but remember that loosing your virginity isn't just about the fact that you are now having sex. You need to get a physical exam and pap smear once a year for the rest of your life once you become sexually active, get regularly tested for STIs unless you are in monogamous relationship where you are completely sure of your partner (condoms don't prevent all STIs, and don't always work for the ones they are supposed to prevent), and research the form of birth control that you are going to use. You also need to be prepared for pregnancy, because regardless of the type of birth control you use it still does happen, and the possibility of STIs.
Don't think that I'm judging you or trying to scare you in anyway. I lost my virginity when I was sixteen, and I think sex is a very important and fulfilling aspect of my life and my relationship with my partner. My point is that it's a lot to deal with, and you need to be sure that you're ready for it.