I can understand your concern and will try to answer your queries to the best possible. The pain that you have described is probably due to the painful spams of the muscles around the vagina known as Vaginismus. The most common cause is due to anxiety, stress. It is quite common with people having sex the first time. Patients who experience this condition usually present with pain during sex and it may continue for some time afterwards.
I would suggest you to try a few exercises to relax the pelvic muscles and to bring down the pain. The exercises are called Kegel exercises where you sit like you are trying to urinate and contract the pelvic muscles and stay there for 5 minutes and then relax. This is repeated 10-15 times in a day for a week they are quite effective. You can also use an antispasmodic tablet like Cyclomec twice a day after food for a week. If it worsens then you can consult your doctor.