I was going to give some information about vaginismus and dyspareunia, but Eagle3 beat me to it and did a better job if it!

Pain with sex can be caused by many different things. With a condom, you might want to try an artificial lubricant to supplement your own. Depending how much experience you've had, it might take some stretching for the pain to stop, but it could also be because of any of the things Eagle3 posted. You might want to see a gynecologist for advice.