Pain during sex for a woman can have many causes:
Medical (good idea to get check up at doctor or gynaecologist)
Tensing up and not feeling relaxed for whatever reason (vaginal spasm). Take it slow. Use lots of lubricant. Take your time and ease into it gently.
Big penis, small vagina (This sounds like it could be a problem? Some positions can be more painful than others so try different things. Also, you may want to not thrust very deeply until things are sorted. Your whole penis might not fit into her. Try fingers first, a small vibrator and then ease slowly towards full penetration.
That's a basic answer for now. Good luck
