Most likely it "hurts" because your not lubricated enough down there, he didnt make sure you were wet enough when he entered you. Do not let him enter you if your dry down there, because he could tear your vagina. Always use lube or spit.. or at the very least make sure you are not dry. Foreplay usually helps.
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If you are a virgin it can be because you still have the hymen, a skinfold that partly covers the vaguinal opening. If it hurts in general you're not wet enough.