Questions about sex. (It really hurts!)

I'm 19 and I've had sex twice in total my entire life. The first time was around a month ago, it didn't go well. I wasn't into it and it really hurt but I guess he went all the way in because he finished. (He used a condom) it really hurt and it was my first time. I bled and thought nothing of it. 
Today I had sex again. I was pretty into it. I really wanted the guy, but it really hurt again. It just kept slipping out (as it did the first time) and the guy said my body was 'fighting' him. I felt really bad because I'm pretty sure that's not how sex is supposed to go. I got home and realized I bled again. I'm really unsure about this... Am I supposed to bleed? He said I was tight and that he was big, but he used a lot of lube, and his fingers felt very nice. It's just that his cock wouldn't go all the way in. 
I rarely finger myself when I masturbate, precisely because if I put two fingers in it hurts. I do want to have sex but if it hurts all the time what do I do? Is there something wrong with my body? 
One thing though, both times I wasn't extremely aroused. The second time, I liked the guy a ton, and I felt horny, but only when he fingered me. Anything else I just felt kind of 'eh'. I'm not sure what to do :( 
This is my first time posting and I really appreciate any help I can get! Thanks so much!