sex HURTS!

So me and my boyfriend have tried to have sex about 4 times. He was my first. And even today (the 4th time we try) he couldn’t get it all the way in because IT HURT so much. I honestly want this to just be pleasurable for the both of us but i have a high pain tolerance and still the pain is like unbearable. We even invested in some lube which helped it go like a little more than halfway but when he started thrusting it hurt sooo much. we do foreplay too. i don’t understand why it hurts so much. ugh. if this happened to you, does it ever stop hurting? after how many times?