Virgin with a Sex Toy

Hello, 
Recently at my university we had dirty bingo for Valentine's Day. I won a vibrator with a "dildo-like" attachment. The attachment has a part to insert into your vaginia and a small thing that can stimulate your clitoris too. 
My issue is the when I was in the mood and had a bit of lube ready I tried to insert the toy inside of my and I was almost in tears with pain. It hurt so much. I instantly felt less horny and I worry now. 
I am a virgin however I have used my fingers, used tampons and still it was unbearable to use this toy. It's not even a large toy. I have seen large ones even bigger being given as prized during dirty bingo. I have also seen a hard penis. It was similar size. 
I am worried now. Will sex be difficult? Painful? Always or only the first time? Any tips? Thanks :) 
-Em

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