Painful sex?!

So i just had sex with my SO and it was hurting, it felt like he was hitting something with his penis and i know it wasnt my cervix because i know how that feels. 
Whenever he would try to put in all the way it hurt like of he was stabbing something on my right side and the pain would go through my anus too i know this sounds totally wierd but idk how else to describe it. Has anybody's else felt this before? Or anyone know what it could be..? 

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