Why didn't I feel anything my first time??

I always read the first time is painful and not fun so my boyfriend and I did oral, he would finger me and stuff and stretch it for like a year we never had intercourse so then when we actually did it recently I didn't expect to hurt like most people but WE DIDN'T FEEL ANYTHING. What do we do? Does this happen to people? It was like the whole Dick was just in there but there was no pressure to like make it good. Help I'm so confused !!