You could go and see the doctor, but some kind of pain is quite common in my experience with a smallish number of female partners. If the first time is pain-free, then I don't think you should worry at all. Think back to cave-man days - do you think we are designed (by this I mean evolved, for all you conservative christians
) for 6 hour marathons? I don't think so!
Second time around there are many other things you can do!