First time

So I’m a virgin, my boyfriend, who’s a virgin too, said that he is ready or comfortable for whenever it happens to have sex with me. I told him I am too. I am but some of my friends who aren’t virgins say that it really hurts the first time. Is it normal to be nervous about it bc I’m scared of the pain? Also we’ve sent sexy pictures quite a few times and even though he tells me I’m beautiful with or without clothes on I’m still insecure about my body, I don’t know how to be confident about doing all that.