First time...

I'm about to have my first sex experience and I've heard that it hurts. I've tried to test this theory by masterbating this one time but I thought it hurt and I felt uncomfortable  so I haven't done it since.  So now I'm pretty sure sex will hurt and I'm kinda nervous. I would want to go slow but I don't think my boyfriend would want that so I don't want him to get annoyed because I don't want to go fast. So now I'm scared and I don't know how to react when he puts his penis inside of me.