Hurts when I use dildo.

So I recently got my first dildo (early 20’s) and I get so excited to use it but… it hurts to use. It’s like a burning sensation but it’s not from the material or anything, it’s from the stretching I believe. Could it have something to do with me being a virgin and not being used to having anything bigger than my finger inside me? I know a lot of you will say to stick with clit stimulation but that’s all I’ve done and I do personally enjoy having something inside me.

I’ve used it a few times and it hurt to use, not terribly or anything though and I got the first 2 or 3 inches in before I stopped the first time I used it. Now when I try the first 2 inches go in fine and pain free, it’s just when I try to push it more than that now. I use lube and I orgasm a few times through clit stimulation so I know I’m aroused enough but it still hurts a little. And eventually I’m not even horny anymore because I’m focusing so much on getting it in slowly.

Help??