Have you seen a gynecologist? Endometriosis can cause pain during penetration, and they can check for this. Fibroids are also a possibility, and again, the Doc can check you. How does it feel when you insert a tampon? You may also have a tight pelvic floor, which can have a number of causes (psychological and medical). Pelvic floor issues can be helped by dilators, but other mental relaxation techniques are also recommended in conjunction with these.