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When you get an urge to have extra-marital sexual relations,
pray [1Co 10:13], keep your clothes on and go read a good book!
(Ivan Kramskoy. Sophia Kramskaya Reading. Source)
Is it good to have sexual relations before marriage? We must first enquire "where" this debate occurs: science, or religion? For example, if a guru from some religion asserts that Almighty God forbids all mortals to wear shoes, and that everybody must wear rubber boots, we can just tell him to go fly a kite. Even if this guru quoted verses from his "holy scripture", and if he brandished excommunication and hell, that wouldn't change the fact that his religion is nuts.
So then, why would a non-Catholic even bother with the teachings of the Catholic Church concerning pre-marital sex? Because the Church says that its teachings on this topic depend on Natural law. In other words, that all men must respect those teachings, whatever their religion, because a large part of these teachings don't depend on religion.
Of course, to talk about immorality, we must first have some idea of what is morality! You can start with a short essay, like "What is morality?". To sum it up, the morality of an act will depend on what human nature is, because if a man is no more than a purely biological organism whose end is to have as much physical pleasure as possible, then pre-marital sex will appear "moral". One could even say that if this were the case, it is marriage which would be immoral!
It is possible, given a long and serious effort, to observe that men are more than just living organisms, since they are also persons, endowed with reason and free-will, and that men are called to happiness, the only end that could satisfy them. From this human nature flow special requirements to ensure its fulfillment, in other words, a Moral that is very different from that of the other living beings.
To ensure the normal development of any new man, we need not only to generate a new body, but we also need to provide everything necessary for the person. If men were horses, they could give birth on the floor and just let the baby fend for itself. But a man is a person, so we have to bring it into the world and set it in a "sanctuary of life and a cradle of love" (John-Paul II).
Marriage is what human nature requires for the procreation and the education of children, as well as the happiness of the parents. Building a marriage is not like building a house, but nevertheless some rules must be followed. For example, adultery must be avoided, because such a treason breaks the bond of trust and love (to come back to our metaphor, it "breaks the bricks of the house"). Moreover, one must prepare oneself properly for marriage.
Based on what is necessary during a marriage, we can infer what must be done before a marriage. During marriage, we must (among other things, because we are giving an overview here):
4.1) Be a very loving person. To love someone is to help them get closer to happiness. But to supply such help, we often have to forget ourselves, to sacrifice our own little immediate personal pleasure, to take steps to find out what the other person needs, and then to do everything we can to give this to them. As opposed to sexual attraction, love is never instinctive; it must be learned. To learn to love, we have to, among others, conquer selfishness, this natural tendency to think we love someone, whereas actually we are only pursuing our own interests. As long as one remains in that childish selfishness, true love is impossible. By forbidding ourselves sexual relations before marriage, we put ourselves in the ideal situation to prove to the other person that we love them for themselves, and not for their body. We are also well-positioned to unveil less than praiseworthy intentions (whether our own, those of the person we are dating, or both). You probably know at least one couple which broke up because of the selfishness of one or both partners.
4.2) Acquire mastery over one's concupiscence. To properly use sexuality inside marriage, we must acquire self-control. Of course, if we are unable to avoid sexual relations, we won't be able to remain faithful even after marriage. But on top of this rather extreme case, we must say that learning sexual continence is a school of freedom and respect, without which a successful marriage is impossible. Avoiding sexual relations before marriage is like forbidding ourselves to jump into the rapids of a river, before we've learnt to handle the little kiddie pool in our backyard. You can't have a successful marriage if you can't have a successful continence. If we have issues to solve in this area, it is much better to find out before involving a spouse and children.
4.3) Be ready for the arrival of the child. The more what is coming is noble and important, the more we have to prepare carefully for its arrival. But the child is a person, and nothing in the world is more important. We must therefore prepare financially (have sufficient financial security), physically (we have to be healthy to be good parents, avoid drugs and alcohol, be fit, eat well, etc.), intellectually, spiritually, morally, etc. Having sex before marriage is bringing a child into the world before having prepared the "sanctuary of life and the cradle of love" it has a right to. And if we fiddle around with our own body in order to make it artificially sterile (temporarily or otherwise), we add a lie to our other immoral acts. The sexual act has its own truth: it is something specific, and means something specific. Having sexual relations while refusing the possible arrival of children is like speaking out of two mouths, one that says: "I love you, I will always love you, and I want to love you in this child I'm making with you", and through the other mouth saying "Get out of my life, you disgusting child! I want pleasure, not responsibilities".
4.4) Be with the right person. Choosing the right spouse is important, and difficult. Everything which can help us choose the person with which we get along the most, with which we'll be able to love each other and love the children, is good. Sexuality, since it is ordered toward the goods of marriage, is a force, a kind of super-sticky glue which attracts us toward our spouse and mitigates anything that could separate us from him or her (for example, the shortcomings of our spouse, or little disagreements, etc.). But this force is that much more evil before marriage than it is good after marriage. Before marriage, we specifically don't want to have problems seeing the shortcomings of the candidate! And if we realize we're not with the right person, we have to be able to leave that person quickly and without damage. You probably know at least one person who stayed far too long in a dead-end relationship, a relationship they would have easily avoided if they had just stuck with dating, letters, conversations, etc., without having pre-marital sex.
Pre-marital sex harms the fulfillment of parents and children, which therefore makes them bad.
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