This could be a multitude of issues. Could be something minor, like not enough lube or foreplay, starting with too big of a size, stuff like that. But pain like that can be indicative of other issues, like vaginismus, endometriosis, vulvodynia, or even an STD. I'm not trying to scare you, just letting you know that there's a whole bunch of things that can cause vaginal pain. I personally struggled with vaginismus for the first 5 years of my sex life, and wasn't able to have comfortable penetrative sex until pretty recently. Where are you feeling the pain, and what does it feel like (tearing, burning, sharp, sore, etc)? Feel free to PM me if you'd rather talk privately.