Extremely curious about sex itself

I’m a virgin, even though I’m religious, I would rather not wait until marriage. I always have questions, so I’m very glad I found this app. Obviously I know it hurts the first time, but I absolutely hate pain... Especially in my lady parts. I just want to understand everything about it. I’m constantly turned on and wanting to have sex, even though I don’t want to yet because I don’t want to experience pain. Can someone please give me advice?