Hi, good question.

Sex shouldn't hurt. All women find some occasions when they're tender or dry but it shouldn't hurt.

The obvious things are lubrication and opening the vagina up. Are you well-lubricated? Because friction can feel unpleasant, that would explain if it feels better after a few thrusts because your lubrication would be flowing then. If you are a bit dry to start with, you could try using some lubricant from a chemist or supermarket, such as Wet Stuff or Sylk. Just be aware to not use oil-based lubricants, such as Vaseline and hand lotion if condoms are being used (because they can make the condom break).

The other thing that may help is for your partner to gently opens your vagina with his fingers before intercourse. The vaginal walls tend to sit flat when they're not being used and vaginal sex may feel uncomfortable at first if it's pushing vagina open. But the vagina can be gently opened with first 1 or 2 fingers. This can feel good, and help with lubrication and with gliding the penis in.

Try these things and hopefully it will feel more comfortable from the beginning of sex. It's good your partner is taking it slowly and gently because that helps and it means he wants you to enjoy sex, not be hurt by it. Good luck.