Biginner right here... Advise pls

Girls, I have a question for you. My boyfriend and I haven't had sex, but now we are finally feeling ready to do it. Last night we were in bed and he started to put his penis against my v (not penetrating, just outside) and I started to feel a burning sensation down there. Do you know why? He wasn't in. It was just touching and pressing around my area but not inside quite well. 
We ended up no doing it because he sensed I was with a bit of pain and he wanted me to be completely ok with the process