First time sex, pleasure or pain? (advice for girls)

Sex for the first time can be painful, is often scary, and rarely happens without some difficulty. Everything you are describing is normal and will improve with time, but for now you have a couple of options.

First, evaluate how scared you are and decide if it's just expected anxiety over something you're excited and ready to do, or if it's scared because it's happening too fast and you aren't ready for it.

If you decide that you aren't ready, then don't do it. Don't let anyone pressure or rush you into this until it's right for you. You alone are in control over this decision.

If however you've decided that you are going to do this (perfectly okay decision as well), then here are a few tips. First, make sure you are properly lubricated. If you are really scared then you probably aren't aroused very much which means lubrication might be an issue. Saliva works, but an artificial lubricant like baby oil is better. I prefer water-based lubricants rather than oil based because they are far easier to wash off. I recommend the non-irritating, easy to clean, non-sticky Wet Light and sugar-free Wet Light flavored lubricants.
Do NOT use Vaseline or any other petroleum jelly as it will eat through the condom. Read the back of any lube or oil you buy before you use it. (And yes, you must use a condom or you risk sexually transmitted diseases and/or pregnancy).

After you are properly lubricated (naturally or with lube), the next thing to do is let yourself be in control for a while. Your partner doesn't know when something is beginning to hurt or when he should slow down. Even if you tell him, it won't be until after it has already hurt you. Try laying him down on his back and getting on top of him. Tell him to stay still no matter how much he wants to thrust. Take all the time you need. Remind him that there will be plenty of evenings for him to go wild with you, but for now you need to call the shots.