I have some doubts I don't know if you can help me with some questions
Any advice or guide on what to do at the beginning?
Is there a route in which you can protect the virginity of the protagonist (For more difficulty apart from prisoner difficulty)
or better just play it normal?
I've played the game a bit and it seems to me that there's no way that's going to happen.
If you just want to enjoy the game your way - play it on Secretary Difficulty. Gives a lot more leeway in how you approach situations and doesn't lock you out from any content (nix the Hard mode challenges). You can still get beaten and downed if you're not careful - and is a good way to practice and learn mechanics/experiment with a stat build you like. You can carry over your stats and titles to NG+, and if you reset your stats before a NG+, you can still carry over your titles to make your next run easier for normal or hard mode (excluding challenge runs).
There are also some items that you can buy and equip that lower your desire gain (E.g. Pearls give 66% less Vag Desire, but more desire needed for Titjobs) and it's entirely possible to keep said virginities.
I don't want to repeat too much that's been said before - you can find various guides here, on steam, or on the Remtairy discord. Here's my current build + a screenshot to show I'm not bullshitin'. And if all else fails - I won't blame you for using any mods to cheat. It's a game, enjoy it at your pleasure!
Hope that helped.