Is there something wrong?

Hello, um I'm 16 and I recently lost my virginity. ( protected sex ) It was amazing and the boy who I'm with was so patient with me...I cried and he comforted me and wanted to ensure that I was okay to proceed. So we did it, and now here we are we have done it like four times already, and it still kinda hurts going in but it quickly goes away. But there's this dull pain I'm not sure what to even call it, but when we're doing missionary even with the pillow under my back it feels nice but it becomes a pain to where I can't handle it after a while. It might just be in that postion. I eventually went on top of him and it didn't hurt but I couldn't feel anything and well, I guess you can say I fake my orgasms because I take way to long, and I feel bad that he's giving it his all and well yeah. What should I do? What is that pain should I get it checked?