1) Lube the hell up.
2) Lube up some more.
3) Make sure that lube is not just spit, something which works better.
4) Start with fingers, start slowly, and don't ignore everything else, play with other parts of the body while doing it.
5) Slowly work up to the penis, and then go slow.
6) Go with it and see what you like.
Most guys just try and thrust in straight away, dry or with just a little spit, and that is going to be painful as **** (no pun intended).