my first time did not hurt at all.
definately use lubricant. you can get it in gel or liquid form, i find the liquid form better. as long as you use lubricant and he is slow and gentle with you, then the only reason it might hurt is if your hymen is still intact. this is unlikely, especially by your age it has probably been broken by now, possibly without you even noticing. i do not have a hymen and i am not aware of ever having one. if i did it never hurt when it broke and i never noticed it.
if you are not comfortable going on top then let him take the lead. i am the same as you, i get shy and feel silly when i am on top! missionary is great especially for the first time cos you can look him in the eyes and it is very tender. be relaxed. make sure he goes slowly and gentle. if it still hurts then tell him to stop.
is this your boyfriend's first time too? if not you should ensure he is free of stds, and if you do not want to have a baby just yet then use condoms or birth control.