How concerned

How concerned should I be about pain during sex?? I haven't ever experienced any pain or discomfort before, but recently with this new partner, I can't handle it. We've tried different positions, and everything, the first time I just wondered if it's his size and I need to adjust, but flash forward, still not better. It's bad and annoying, cause I'm only partly enjoying it, and I can't last enough for him because the pain kicks in and I jerk away. I hate so much that I can't please him (technically). Obviously I know I should talk to my gyno about it and I will I just don't know how worried I should be.