I am scared of my first time because of the pain

You said you'd rather have a vagina, you might be trans. Other than that, you might just be going through a phase where you'd prefer to fantasize about that particular thing.

do you mean that you are a  female/girl.

so if you are female and virgin., then you must be careful with yuor hymen , not to hurt or  destroy  it

if yu are not virgin. then you can have any kind of direct SEX with any guy and any oartner  you like to

no problem for females  to give virginity to anyone She likes