Most girls experience pain for their first time due to a couple of reasons: one, the hymen tears, and two, you are not relaxed or wet enough to take in the penis easily. Your body can take in the penis easily but it makes it hard when you are not relaxed or wet enough. Use lube and try some foreplay before you have sex again. It is also essential that you COMMUNICATE with your boyfriend. He can't help you unless you tell him to go fast or slow or to change positions.