My first time was not painful at all. Maybe it was the emotion or the fact that the guy was not very large. Subsequntly, it usually hurts going in even if the guy is average. Larger guys can be painful but I have found a way to direct a guy as to how I like it. (Men seemed to be turned on by this BTW)
I can particularly control things when on top. Something I learned to do with the very first guy. Pm me if you want specifics. Just remember, a woman is ALWAYS in control. All men, even the most confident ones, are somewhat insecure about performance issues. Use it to your advantage!