Why its painfull

When i finger my self , just when my finger go in i feel pain at tiny spot like needle pain , but when its inside no pain and i manged to orgasm then i get the same pain when i am taking my fingers out, Why ??

The same happend when i had my first sex

Just intering and taking it out is painfull

Is it possible that the vagina opening only is so tight? Or i have problem there