It shouldn't, but it will hurt if you aren't lubricated enough, if a lot of chaffing happens (especially if one of you have a bush), if someone goes too rough, or if someone hits/stimulates a spot one of you don't find pleasurable. Also certain sexual products can create issues for people for example, some warming condoms or lube can give women a burning sensation. Basically if something goes wrong it'll hurt, but if you do all the proper preparation, understand each other well enough, and communicate your needs (non-verbally or verbally) then it won't hurt.