sex hurts

ive just recently started having sex w my bf. hes my first one, so im not sure how its supposed to be, but my friend said it isnt supposed to hurt. i dont mind the pain, but it can be annoying at times. he’s abt 8 inches usually and we’ve tried a few diff positions. i havent told him anything bc im not concerned, but now im curious bc of my friend. is it supposed to be painless??