sex is painful for us! me and my boyfriend need HELP!!

me and my boyfriend have tried sex a couple times in our whole relationship but it never seems to work for us. every time he puts it in it hurts so bad!! we just can’t seem to get it in at all and have stopped trying. i don’t mean to disappoint him but i feel like it’s my fault that he can’t get it in. any advice, tips, anything i need some help!