I went to the OBGYN

It was my first time going, so you can guess my nerves but I went because I needed answers. And it wasn't for a pap smear.

The issue is, each time I attempt to have sex, it feels like I'm being ripped apart. It burns and the pain is 10/10. The doc says my anatomy is fine, just thinks I need to be stretched. She suggested dilators or pelvic exercises.... But didn't explain why it hurt so bad....

Could she be wrong or is it all in my head? I feel like I've wasted a trip for nothing.