Many people think that there’s a membrane that covers the entrance of the vagina like a piece of plastic wrap and that this breaks when you have sex or use a tampon. This isn't true. If a membrane like this did exist, it would not be possible for the blood to flow out of your vagina when you have your period. The entrance of the vagina may look different from one girl to another, but there's nothing covering it.
This is a video about the vaginal corona, by RFSU.