First Time

So, I wanted to know if you all experienced pain the first few times you had sex? We both are virgins. We have done it only 2 or 3 times, mainly because I stop him (it's painful). He is very understanding and knows the importance of foreplay. He does everything, even caresses my head when I feel pain.

We use lube too but I can't seem to accomodate him till we actually get to finish. I start feeling good and then suddenly there is intense pain at one spot.

I don't know what to do, I am feeling really lost. So I just wanted your opinions. Will the pain go away or not? Any solutions?