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Unless the paint product you're using specifically states that you must sand after the first coat, check the paint surface when the paint is dry. If the surface is clean and flat, you should be able to put the second coat on without having to sand the surface.
Having the room clean and tidy will reduce the likelihood of contaminants going onto your wall and requiring sanding. Make sure the walls are well sanded and clean before applying your first coat of paint. Also make sure your paint roller and brush is washed properly with all loose lint or hairs removed.
One of the main reasons your first coat could require sanding is because of a messy environment such as dust on the floor which can be kicked up into the air as you walk around the room. Wind coming into the room also brings in dust and debris that could stick to your freshly painted wall, so be careful of breeze when painting.
Also remember to give the first coat enough time to properly cure before putting on the second coat as per the directions on the paint can. Here is a handy step-by-step guide: How to paint like a professional by @Peggers. - EricL
