To answer your question quickly; Yes (with an if) and No (with a but)

Believe it or not, the hymen actually has no nerve endings. No nerve endings = no pain.  Pain with intercourse the first time  can be for a myriad of reasons from not being lubricated enough to just not being ready for how big a penis is in comparison with other items (like fingers or tampons, which maybe have a diameter of an inch and a half in they're on the large size).  Measuremements vary from study to study, but most say that girth is around 5".  The comment made earlier about the pain being from stretching is entirely possible.  But pain with sex is NOT from the hymen "breaking"

So YES, you will have pain if you're not lubed enough, if you're not comfortable, if you go to fast, etc.

And NO first time sex does not have to hurt, but if you aren't ready for it emotionally, physically, and psychologically, it is going to hurt like hell, not unlike your pelvic exam.

So be safe, relax, and have fun

my gf and i both 19 just had sex for the first time about 5 months ago, it was her first time and she said it hurt like hell, we have sex about 2 times a month now and shes just now getting over the pain of it,but its different for eveyone, if your worried i suggest tryin a finger and seeing how it feels going in, hope that helps

Chances are that your first time is going to be at least a little painful. It's not so much the breaking of the hymen that cause all the pain, it's more of the stretching. If I haven't had sex with my boyfriend for awhile, it'll hurt the first time kinda like when I lost my virginity.