Is it possible to ask your boyfriend in providing you with some foreplay and backing it up with KY jelly. Good luck then.
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.
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.