Relaxing is the key.
For me personally it hurt till around the 5th time.
You just have to work through it.
Make him go slowly.
He has to understand you are just getting use to it mentally and physically.
Make sure you are completely comfortable with him.
A way to make it a little less painful is possibly have him finger you a little to loosen you up that will help and make sure you are completely wet.
It'll work out trust me. Good luck.

just have him enter and thrust slow and gently

Women should have gyn exams BEFORE becoming sexually active. If you did not have an exam, now is the time.

It is not unusal to take a few times to wear the hymen away completely. In the meantime, use plenty of lube.