AAAAARGH.
No (*normal*) girl is too tight for sex if she is of the proper age.
Using lube, making the girl relaxed and being READY for sex will ensure a painless experience. Initial penetration should NOT be painful unless you are one of the rare women with thick hymens.
If sex is painful despite a loving and caring partner, you should seek out a gynecologist. It is most likely an actual problem, and NOT your fault or the fault of your partner.
Again, for NORMAL women, sex should NOT be painful. Is it common? Yes. That's because most people have sex WRONG the first few times. A girl has to learn how to relax the vaginal muscles and allow penetration. That takes practice, or (as most women deal) just suffering.
On the note of deep penetration: yes, if the man goes too deep and hits the cervix, that will hurt. But that is not the normal pain discussed during sex. Most women are referring to penetration pain, and THAT is almost always avoidable.