There could be several reasons for it. But, try using lubrication. Ky would probably be your best bet. That way if you are dry, you can just use the lube and it won't hurt anymore.

I live in a dry climate and how much water I drink very much affects my level of wetness. It's a simple thing to overlook but it makes a hell of a difference for arousal. Also, make sure that you are in fact aroused, too!

More foreplay?

Something grandmom always used to say, not in this context though--

"you gotta heat up the pan before you put the meat in"