Sex help!

Elizabeth
So me and my SO have sex maybe once or twice every weekend. I'm on the Depo birth control. I started it at the beginning of April. He's my only sexual partner I've ever had ( he took my v card)
A few weeks ago when we had sex, I felt like it was rubbing me raw down there and everyone I've talked to says I need to use lube. We fixed that problem. But now today when we were doing it, when we would pick up pace the impact wouldn't hurt but it wasn't comfortable. And it felt like he would hit the back wall and it felt really uncomfortable.  So my question is... WHAT CAN I DO TO FIX THIS? 
We haven't had successful sex yet and I feel really bad about always having something be wrong with me.