Fingering first time hurt?

Hey everyone, just wondering what your experiences were and if anyone has tips or suggestions. My boyfriend stayed at my place last night and fingered me for the first time and it HURT so badly. We haven't had sex yet and we wanted to start out slowly but it hurt so badly. The first time we were trying, I had to ask him to stop. We got further the second time but I was really bleeding afterwards. We ordered lube and it's getting here next week but any other suggestions?