how little is little?
if she is under 16, you should certainly warn her what she is getting into and check if she understands stuff like the contraceptive pill does not stop you catching nasty stuff. you could maybe share some stuff of yours that shows you understand the pressure to do the same as everyone else.
i find explaining the risk of scary pubic lice more effective for young people than mentioning stuff that may kill them after they are 40 (40 is ancient when you are 16).
you may be 'cooler' than your parents and so better placed to talk to her.
also if her boyfriend is older, he could be guilty of child abuse.
i know it's difficult with you being different genders, but i have to say, i did get over the embarrassment thing and checked up on my little brother in this aspect when we were both young, but we were the same religion and had a good relationship, so this made it easier.
also he got married really young, soon after i left home.
if she is over 20, you can only really talk if you have a good relationship and she respects you.
if she is in between, it sort of depends on the circumstances.
whatever the situation, working on having a good relationship with her generally will make her more likely to turn to you for support and advice when she realises she needs it.
may God guide u.