Is sex painful?

I love my bf unconditionally and so does he.. I love to kiss, cuddle and feel him.. However, Whenever my bf tries to insert, I resist and not let him in. It kind of makes me uncomfortable or may be I have a feeling that sex is painful. I tried many times to relax but still it's the same thing. I spoke to my bf about being nervous and he asked me to relax and said he would wait until I'm ready. I confused how to go about it.