It may hurt for a while dear. You may also have a condition causing excess pain. Do you go for your annual exams? If not, I would recommend it. You could have a tipped uterus or something. Very common, and can cause great pain during intercourse.
As for the pleasure thing, well unless he know exactly what he is doing, that may take quite a while!

I'm sorry you are in so much pain.It's never like it is in lovestories.See a doctor just to make sure you are healthy and to get birth control.If all is okay,give yourselves time to learn about each others' bodies.Show him what makes you feel good(you do know???)let him show you what he likes.Great sex takes time!!Just because the first several times have not been terrific,don't loose hope.Relax and enjoy each other!!Good luck