Anxiety about sex is one of the reasons it can hurt, as new figures show one-in-10 young women are dealing with painful experiences in bed.
"It's a time of significant adjustment in your life," says Eddie Morris from the Royal College of Obstetricians and Gynaecologists.
"That can be a cause of increase anxiety and worry," he tells Newsbeat.
This is his advice for 16 to 24-year-olds who are having sex for the first time - and worrying about it.
Talk it through
Painful sex can happen if couples have different sexual expectations, likes and dislikes.
Eddie Morris says being emotionally close to your partner is important - because you can talk things through.
"Being open, talking about sex, taking time and enjoying the intimacy of it will help."
Discuss contraception
Catching sexually transmitted diseases or getting pregnant can cause you to feel anxious when it comes to having sex for the first time.
And it's not just women who worry about these things.
Again the best advice, Eddie says, is to chat about what works best for the both of you.
"Make sure both of you are confident with the contraception you're using and of course use barrier methods -like condoms - to prevent STIs."
For more info on contraception, check out the BBC Advice pages.
Try not to worry
Easier said than done but feeling relaxed will help you enjoy sex.
"If painful sex only happens on one or two occasions then it shouldn't be anything to worry about, especially if it seems to be improving."
Get medical advice
"If it's continuous or it happens every time you have sex then it's important to see a doctor just to make sure there are no other worrying causes for the pain."