Birth control can definitely be the cause. That is very common. If you are not on a hormonal birth control, than it could be a problem... are you so dry that it hurts to have sex?
If it is true that you are just mildly dry- that is, like you said, once he's in it's ok, then it might just be normal for you. People have different levels of lubrication. I use lube quite often when I have sex because I just don't get that wet. However, it could indicate hormonal imbalances or something... it is worth getting checked out. Especially if it causes discomfort during sex.
Random thought... you just starting dating a month and a half ago and you're engaged? He must be really good in bed.... j/k
Congrats