help I'm new to sex

So I recently got married and we are having trouble in the bedroom. We aren't trying to conceive at the moment but would like to eventually. but so far it has not been fun. it hurts when we have sex. it feels like things are ripping and burning. it feels like carpet burn or something similar. We have tried various lubes. I talked to my gyno a out it and she said I was super tight and dry. she suggested we use coconut oil. We have tried it a few times and it didn't seem to make a difference, just a little slime at first. any suggestions?