How to enter for the first time

My boyfriend and I are starting to try having sex. We have tried 2 times now, but it hurts really bad when he tries to enter me. We've tried lots of different angles, and lube. But it only goes so far and then I have to tell him to stop because it hurts so bad. Do I need to just suck it up and have him keep pushing? Or is there something wrong with me and am I never going to be able to HAVE SEX EVER!?! I'm so anxious and worried about it!