I just lost my virginity too (a week ago, in fact), and it really hurt. However, he took it slow and the pain finally faded (not completely, but was less intense).
We tried it again four days later and I used a contraceptive gel. This time it didn't hurt as much. BUT, we tried again yesterday (without the gel) and it hurt again... a lot. So I guess the gel did help to make the entrance easier.
I too have PCOS. My cysts are very small, though (millimeters), and I don't think he can reach all the way up there.