This is a sincere question - how do you know it's small, if he's your 1st partner?

I hope you're not comparing him to porn guys? I agree with Tishie that size isn't too important as technique is. I'm sorry to hear about his stroke.
What I don't recommend is, telling him he has a small penis - this would crush his ego for sure and you don't want to tell him you think he's not good at it. It takes two to tango and you can teach him how you want to be pleased.
A high number of women don't experience orgasm during intercourse itself (some do). He could perform orally on you or you can stimulate yourself during the act. Let him know what you need and have him do the same. If he can't do the various positions right now, then you can be the one in charge.

It's important for the approach to be caring rather than critical. Here's a couple book suggestions:
1. Everything You Wanted To Know About Sex
2. Great American Sex Diet