Tried having sex but it hurt too bad?

I have never had sex before and my boyfriend and I tried for the first time. He made sure to ask me if I was ready and everything. I thought I was and I was wet and everything but it hurt so bad that he never fully got it in. Maybe just like an inch in, and it hurt really bad when he took it out. We were using a condom so I don’t know if that’s why. We didn’t use lube because the condom says it has lube on it. But even if we did I can’t see how that would help that much. Is it normal to hurt this bad? Do I have to just get it over with and do it with it hurting and then it won’t hurt next time?