Going in ..?

Okay hi so I'm 16 years old and I've never had sex or even put a finger inside myself 🤕 my boyfriend has rubbed me before but he really wants to finger me and I don't want to make him mad and not let him but I've tried it before and it really hurts. What should I do ? I need a way to try it so I can let him. He doesn't have a problem with it or anything because he knows that he's going to be able to in the future but I still want to make him happy. So how did you do it your first time ? Any suggestions ? Pls help 😕