1. Congratulations!
2. Never worry about bothering the doctor. You should mention ANYTHING to him/her. That said, that pain on your lower right side is probably round ligaments stretching. It hurts, for sure. Mention it anyway, for peace of mind.
3. Unless you are high-risk or have a history of miscarriages (or your doctor has told you not to have relations) sex is never a problem during pregnancy. In fact, it's a great way to get your labor going at the end! Talk to your doc on this one, too, but unless she/he has EXPRESSLY said NOT to have sex, then you are fine right up until the end.
4. Many women (even with their second and third babies) don't feel movement until 18 weeks or so. It's perfectly normal not to feel the little one before now. You're only 15 weeks, so I would say what you're feeling is probably baby. I felt my first at 17 weeks, my second at 13 weeks. This one I didn't feel until 15 weeks.
Enjoy this pregnancy! I am not much of a fan of the "What to Expect" book series, but there is decent info in there about what each week and month bring. Any online site (American Baby, Baby center, Babyzone, etc.) usually have Your Pregnancy Week by Week things you can sign up for, and receive weekly email newsletters about your week and trimester. All of these are offered free. Good luck, and YES, you're completely normal! I loved receiving these each week, right when I was going through something, to have my fears put to rest right in the knick of time. EAch thing I was experiencing was usually the topic of that week's newsletter! Now that I'm on my third pregnancy in 4 years, I STILL enjoy reading them.
***I just read other responses. Yes, the Thinking Woman's Guide to a Better Birth is the most awesome book on birth out there. BUT it is not going to help you understand your pregnancy and what you are going through right now. Though I highly recommend reading it (especially if you are interested in natural labor), find something right now that will help you know what is going on in your pregnancy. THe Business of Being Born is very good, too, but be forewarned that it might be shocking to you. It is an awesome documentary about the business (i.e., money) surrounding labor and delivery and will probably open your eyes. HOwever, I have found that it offends some people. Just fair warning. I loved it, though.