Cannot do penetration.

Alyssa • it's moderately lit. | 20
I've tried to have sex 3 times, it did not work out. It was way too painful. The third time we actually used lube, but it still didn't work out. I'm now single and just turned 18, so I got myself a toy lol. It isn't even that thick..but it will not go in at all. I can use my finger and a makeup brush (I was a desperate 15 year old). I can't even use tampons. Can anyone explain to me? Because I'd actually like to really have sex one day lol.