Yes, some women have a flexible and tough
hymen.
Most girls tear their hymen around puberty
or before. The hymen is so delicate that
it can tear from masturbation, tampons,
and even running and jumping. There is
often little or no blood when it happens,
so a lot of times the girl has not idea
when her hymen tore. So it is not safe to
assume that if there was no blood, there
was no tearing.
Some women have a tough and durable hymen
that can stay intact by just stretching
and being pushed out the way during
masturbation, tampon use, and even sex,
but that is not the norm.
The most common cause of pain during sex
is lack of lubrication, so keep an eye on
that. A lot of people feel pain their
first time because they are nervous,
tense, and aren't lubricated enough. That
means sex usually does not have to hurt,
whether it is the first time or the
thousandth time.
Your boyfriend is right though, none of
that stuff is anything to be even remotely
embarrassed about.
For more information on the hymen:
http://www.coolnurse.com/hyme
n.htm