Sex. Good hurt or bad hurt?

This is a weird question, I'm sure. I'm in my 20s and my husband is the only person I've ever had sex with. And I'm his only too. We've been married for 4 years now but sex is still somewhat new to us. We do it a lot and we try new things. Lately we've been doing a lot of doggy style. I'm on my knees in front of him and it seems like he is able to get a lot deeper in this position. Here's my question: is it okay that it kinda hurts? It's not like I'm in pain or anything and i actually kinda like the kind of hurt that it is. It's not a sharp pain or anything it's just almost like I can tell that he's penetrated really far. Is this making any sense? I hope. Haha so is this what people mean by "it hurts so good"?