Hi Beeushie, not all people feel pain during there first time but a few things you can do I make sure you have plenty of foreplay because the vagina need to expand to accommodate a penis during female arousal, you can also use some extra water based lubricant specially for sex some special ones you can get even have a numbing sensation to help make intercourse last longer some of that spread around the vagina entrance and just inside about 5 to 10 minutes before might help also make sure your fully relaxed because he your not the muscles around the vagina entrance will be tight making it hard for his penis to enter and that will cause you more pain and finally no matter what he tells you about natural will be better it won't always insist he uses condoms not just to protect from pregnancy but also against STI's an STD's.
Good luck and I hope all goes well for you :)