Been there and I hate .. but mines was due to pressure on the pelvic area.
Painful sex is not unusual when you first start having sex. I know for me it was very painful and sometimes still is. Try relaxing and not thinking about it so much. I know it hurts worse when you tense up. If you are small and he is big, it also hurts until you get stretched out a little. Make sure you are using protection if you don't want to get pregnant.