Pain ?

Hey there! So me and my boyfriend has finally gotten to that level in our relationship where we have sex. I was a virgin when we first started(obviously not anymore) and the first time was really painful for me. Idk if it’s because i was lacking on moisture or if it’s supposed to be like that. The second time we did it was less painful but the pain was still there because i think i was sore being the fact that it was the day after i had sex for the first time. This time he climaxed and I didn’t. The 3rd time we did it was painful when inserting but then the pain went away. Oh and we started to use lube to make it easier to slide in. It’s like anytime he tried to go in deeper i feel this sharp pain and i gasp. Yesterday when we had sex it was the same thing, pain when inserting then that went away, we would always do missionary but we had a discussion a few days ago regarding what positions were best to try to see if i could orgasm, we tried “back shots” then i “rode” his penis. When riding his penis i felt an urge to push, idk lol it was weird but it’s like that face you make when you have to poop and you start grunting, that’s the feelings i was getting but idk, and then after sex my vagina would feel tender and sore, overall my question is..is sex supposed to hurt or is it just me ?? any advice ??