How old are you?
When you has sex was that painful or just the fingers?
Assuming you are young, then young boys are pretty dumb when it comes to these things. They learn about sex from porn and that's not especially realistic. The main pleasure for a female is via external touch and the clitoris. Once you get into the vagina the majority of nerve endings (g-spot etc) are situated the first few cm in. There really is no need to go especially deep, he's more likely to bash your cervix and cause pain. Being gentle and rhythmic on the outside and the enterance is likely to be more than enough - if it looks like he's trying to scratch off a scratch card - WAY too fast.
There may be something more wrong, but I suspect it's mainly being rough and inexperienced causing the issues. Buy and use some lube when it comes to sex, and if you feel confident go on top and take control. Make sure his nails are short and smooth.