Painful sex

I had sex for the first time today, as in penis-in-vagina intercourse. I was very aroused, we used a condom, and there was plenty of water based  lube being used. We both felt mentally and physically ready, I can't  remember tensing up. But when they entered me, it hurt SO bad! I knew it might be uncomfortable, but not that it would sting so badly we would have to stop (which my friend gladly did). It's still sore now, hours later. I also feel kind of lonely & sad, more so than I usually do (I've been diagnosed with major depressive disorder and I'm on antidepressants). Is this normal or should I be worried?