Hello, Anon! Thank you for posting.
Having sex for the first time, for some couples, can be awkward or painful. Try to be as relaxed as possible. Tensing or tightening up can make entry difficult, as can not having enough lubrication. Make foreplay as important as the sex, so you are both fully aroused. Use additional lubrication if necessary or buy condoms that are pre-lubricated. Below is a link to additional information that can help. You will get there, Anon. Try not to anticipate the pain. This will only cause more anxiety. Take it slow, and enjoy being together most of all.