Is it possible to ask your boyfriend in providing you with some foreplay and backing it up with KY jelly. Good luck then.
I always think pain requires a doctor's observation-- we are just guessing without an examination. Your pain might just be caused by the muscles being tight because you have only just started having intercourse and it takes a while for the muscles to relax a bit. There may also not be enough lubrication- using some slippery stuff ( I think a product called Pink is really good or a silicone product of some kind) and taking a longer time for him to be fully inside of you might also diminish the pain. If the pain doesn't greatly diminish soon, however, you should go in for a check up.
ky works wonders or just do other stuff until you are wet enough to where it wont hurt
I would guess that are dry so you may be tearing a little. Try using some lubricant such as KY and see if that helps.