Hurts a lot

So the first time I tried to get intimate with my other half it really hurt. Like there was a point where it just felt like someone stabbed me literally. So we thought maybe next time or something but it was the same. I feel as though I have to go to the doctors to see about it cause I’m assuming it’s just due to having a thick hymen.. has anyone else had this problem and what have they done...? Really embarrassing but thank you