When people have sex for the first time they tend to be very nervous. When a woman is uneasy, the vaginal opening is not likely to loosen up enough, and getting the penis in might hurt. Also trying to put the penis in before she is sufficiently lubricated (often referred to as wet) can cause pain if you are pushing too hard. Be sure you give her vagina adequate time to get wet. If she still feels dry you can try using saliva or a water-based lubricating jelly. If you are using a condom (which you should absolutely be using) do not use Vaseline (petroleum jelly) or other oil-based lubricants because it will break down the rubber.
If you have been patient and tried lubrication and are still having a problem, then your girlfriend may want to speak with her doctor to see if there is any medical reason why she has difficulty with penetration. In fact it would be a good idea to go to a local teen clinic or Planned Parenthood before you engage in sexual activity. These agencies can advise you about practicing safer sex, which not only includes guarding against pregnancy and protecting yourselves from a sexually transmitted disease. The doctors there will also be able to answer any questions you have.
If you would like to meet with a doctor from the Adolescent/Young Adult Center For Health in Morristown, New Jersey, you can call 973.971.6475 for an appointment.