If it is hurting, it could be because you are nervous hun. It is completely natural to be nervous if it is your first time, because it's a new experience for you.
If you are nervous, your natural response is to become tense. Try and relax. The most important thing is not to do anything that makes you feel uncomfortable, and if it hurts too much then stop. If it is your first time, it will probably hurt a bit, it does for most girls first time.
Lots and lots of foreplay! If you are really aroused you will probably relax a bit more and your vagina will become naturally lubricated and less tense. I agree with Maddie, take it really slowly, don't rush and don't do anything that you are uncomfortable with. If you are using your fingers, stop the moment it starts to feel uncomfortable and try again when you are feeling relaxed.