Pain with sex

I had sex for the first time today. It was with my bf who I love very much and we finally had an opportunity to do it (we are 17 and have been together for 3 years). Him entering his penis for the first time hurt. It felt like a burning sensation and didn’t seem to go in very deep. After a few thrusts and me adding saliva it seemed to go in more.

Is this normal in the act of losing virginity or was there not enough lube? This sounds dumb but I read it might be because he entered the urethra. Is that plausible also?