Sexually active. Do to reduce the pain?

Hi, I'm 23 years old and am starting to newly indulge in intercourse.. The first time was very painful, it was difficult for my boyfriend to get in and I asked him to stop after he had entered as I couldn't stand the pain but there was no blood. The second time we tried again, it was easier for him to enter, but there was still a stinging pain. I know it takes some time to get used to intercourse and let the pain turn into pleasure, but I just wanted to know if I should get myself checked once since I am becoming sexually active. I wanted to know for how long is it normal to feel that pain, until it feels pleasurable. Also, we have always used condoms as contraceptives, since I know the pills have a lot of side effects. My period cycle hasn't been affected becuase I have had intercourse. Is there anything we can do to reduce the pain? Or something you would suggest I should keep in mind even otherwise. Looking forward to your response. Thank you. :)