pain during penetration??!

I've started testing the waters with my body lately and decided to get a dildo that is as realistic as they get and a comfortable size. I've fingered my self before and found no pain so I thought this would just be an extension of that. I bought some good lube and started to use the toy but it feels like it's hitting a wall and is painful. Like I feel a sharp pain and overall just doesn't feel good... AM I DOING SOMETHING WRONG ???