It depends. If the guy is rough and doesn't care about you, yes it can hurt. If he is gentle and goes slow, and you have sufficient foreplay/lubrication it might be a bit uncomfortable. Women have been doing it since the dawn of the ages. If there were not some pleasure involved no one would want to do it and the population would die out. It isn't long before you may find sex incredibly pleasurable and satisfying.

In the end though I only speak for myself. I suppose every girl is different