No, it is not normal for it to hurt every time. If you are not aroused, there will be little natural lubrication. Some women always need additional lubrication. If, with additional lubrication, it still hurts see your doctor.

The old standby lubricants which are water based, and therefore hypoallergenic and will not affect condoms, are K-Y and Surgilube. If you buy K-Y there are also versions that contain spermicide and are called "warming." Just last week a woman posted question about reactions and it turned out she was using the warming version. If you are using condoms, might as well get the spermicidal version, K-Y+.