Always hurts going in

Every time my boyfriend and I make love it hurts for a pump or two at the beginning when it goes in. Is this normal? He's my only partner and I'm his first too, neither of us have any std's or anything. His penis is larger than most(his football friends all say he has a horse dick lol). Whenever we do it I'm plenty turned on and wet. Is this because of his penis size or is there something wrong with me down there???