Fingers up there??

So I’ve always been one to just orgasm without anything going inside me because It’s uncomfortable to me and my past boyfriends have told me that I need to finger myself, and if I don’t then sex will hurt more and stuff like that. My question is, do I need to put stuff up there to make sex less painful? I’m probably not going to have sex any time soon because I’m more focused on school, but does sex hurt anyway?