PSA: Sex should not be painful.
We are guessing you have never heard of Vaginismus. Even though it is the primary female cause for sexless (unconsummated) marriages and one in 2000 women experience it (experts believe it is widely under reported due to women feeling ashamed, embarrassed or even that this kind of pain is normal).
It may be hard to pronounce, but this is what it is: the vagina muscles tighten involuntarily, making sexual intercourse very painful. Many women will experience it at some point in their life, regardless of their sexual activity.