pain during sex

So me and my boyfriend just started being sexually active. We've been dating for about 2 years and we waited a bit. So everytime we do it and he gets in me it really hurts. When he's using his fingers it's amazing and feels so good but when we actually try to put his thing into me I experience really bad pains. It's almost like pressure but also almost like pinching? Please help. I feel bad Bc we have to stop right then and there because it hurts too much. Any advice would be great