Accounts of such practices do exist, and it depended on the parent of the prince in question, the time and what was considered appropriate. Just like today, sexual education is dependent on the parents and how conservative they are.

An example that shows the both sides of this is Catherine the Great. She would suffer at the hands of a husband who did was very sexually immaturity. In her diary she recount how immature he(Peter III) was. When they went to bed after the marriage ceremony he was very amused by the idea that he was "In bed with a girl". He lost interest with her quickly and let to get a snack. When he returned he brought toy soldiers and was totally uninterested in what most other 17 year old boys are most interested in. Though their marriage would produce two children it would be 9 and 14 years before they were born. Meaning that Peter was 26 when if first child was born. This was only after years of pressure from the Czarina (Elizabeth). All of this shows his immaturity in the matter, and a lack of understanding.

After Catherine had seized the throne many years later her son's (Paul I) education was under her supervision. This education included a sexual education, so that his future bride would not suffer as she had. Details of this education are limited but the key take away is that the woman who lead this education would bare a child of Paul's. Paul was quite young when this happened(I can't recall but in his mid teens).

Obviously this case study only covers the late 18th Century but the general principle of some did and some didn't will hold true.