Burning during sex

Sooo I’ve noticed that when I have sex, it burns! Not the entire time, but most of it. I used to think that it was just because I was new to sex and had to get used to it, but it hasn’t changed. It gets worse if he takes it out and puts it back in and it makes different positions really hard. The good thing is that I still orgasm when we have sex at the points it doesn’t burn- but after I orgasm if we keep going, the burning gets worse. I plan on going to the doctor when I can, but it’s just embarrassing. I haven’t really told him yet.

Advise??