I want to be penetrated for the first time using dildo, but. ..

I'm struggling in getting it inside of me. I set the mood, watch porn and even use a vibrator for my clit but can't get any farther. The farthest I go is only the dickhead and it already hurts like hell. Pathetic me. But if I use 1 finger then yes, it can go inside, two fingers? Nah, doesn't work as well. Seems like my opening is so tight that only a size of finger can get inside. What should I do to loosen a bit down there????? Note: I use lube, still doesn't work.