Help! Sex hurts like hell!

Alison
Hi everyone, I'm 19 and I just tried having sex for the first time a couple of weeks ago. It hurt like hell and he couldn't even get the tip in before I started crying and we had to stop!
We did plenty of foreplay and I thought I was totally ready..he's not even a big guy at all. I can't even get more than a finger in there without crying, it hurts so bad. I thought maybe it was my nexplanon implant so I got that removed 3 weeks ago, but I'm still in pain so I guess not. 
Is this normal?? My guy and I are both terrified to try again because it scarred us so bad. Is this just how sex is at first for some people?? Because I really don't think I could get through sex in this much pain and he's so scared to hurt me and I don't know what to do 😭 I worry about it all day every day!
All my doctor said was to use lube and keep trying, but it's hard to try when you know it hurts like hell. She also didn't do any tests or anything. Any advice?? I'm so damn scared, I don't know who to turn to.