sex pain

Sometimes when my boyfriend and I have sex, I feel a deep pain? We don't use condoms and tbh his dick isn't THAT big... I lost my virginity in December and we've been having sex frequently. Im confused cause some positions hurt more than others. When I'm on top it doesn't hurt at all. Sometimes when we doggy it hurts so bad deep inside like almost my stomach or deep vagina. Like I have to tell him to stop? Why is this happening?