Hi... It depends on whether the lady is more aroused or scared. If she is more scared the vagina may not get properly lubricated naturally and hence she may feel pain. Using external lubrication or foreplay may help.
If initial encounters are painful, the lady may develop fear/panic so keeping it pleasurable is very essential.
There are also some physical health conditions which cause pain in intercourse. To rule out that possibility, you may consult a Gynaecologist.
Next Steps
Consult a Psychologist for Counselling.
CBT along with Sexual Health Guidance and Counselling is required.
Health Tips
Mr. Gunjan Maithil
Senior Psychologist
Cell: Nine Six Seven One Three Zero Three One Three Four (whatsapp)
Website:https://gunjanmaithil.wixsite.com/therapy
App: http://wix.to/fECHB08?ref=cl