As you haven't given much information, the first thing I would check is whether or not you have engaged much in foreplay.
Something a lot of people don't realise is that although an erection may be essential to achieve penetration, it's by no means the be all & end all. The female also needs to be sufficiently aroused in order to release her natural lubricants. The labia majora will even visibly swell up, often revealing the labia minora in so doing.
Even if the female is suitably aroused, it is possible that still may not be releasing sufficient lubricants for a comfortable penetration, so the obvious solution may also be to try using a water based lubricant.