Menstruation + sex = Great? Just because you're menstruating there is no reason to not have sex if you are excited. There are no physiological obstacles for having sex during menstruation. This holds true both with yourself and with other people.
1. Free lube!
One benefit of having sex during menstruation is that it acts as extra lube and can therefore help feel even better.
Also, by self-sexing or having sex with someone else, sexual activity and orgasms may help reduce cramps and other unpleasant symptoms during menstruation. At the very least, it's a nice distraction...
If you are using tampons, be aware that they also absorb lubrication (the body's own lube) so that there may be a need for a little extra lube.
3. Stop the drops
If you don't want blood to leak out, you can use tampons or a menstrual cup. Don't forget to take out the tampon or cup if you are having penetrative sex- that's not very comfortable!
4. Avoid a mess
If you want to avoid blood stains on the sheets or wherever you are having sex, use a towel or other protection. Another good alternative is to have sex in the shower.