New pain during sex

I’ve never had any issue with sex until the past few weeks. Even losing my virginity i experienced no pain but lately every single time my SO and i have gone to have sex, it hurts extremely bad when he’s first putting it in. We both agreed it felt extremely tight. I thought it was a yeast infection so i treated it but it still did not go away. The pain goes away after we adjust for a minute or so after first putting it all the way in, but then i have a slight burning feeling when i pee after, and only then. Any input into what this might be?