There are things you can do to prepare yourself for this experience. About three weeks before I gave my virginity to my boyfriend, I washed and smoothed a regular sized carrot, and put it inside, with a part of it remaining outside my body to stretch the sphincter muscles at the opening of the vagina. I walked around like that for an hour or so. I did this every day for a week, gradually increasing the length of time I kept it in (I think the longest was about 3 hours). Then I switched to a thicker carrot for a few days, and finally, graduated to a cucumber. It was well worth the practice, because the first time we had intercourse, it was magnificent! We were both virgins, and neither of us has ever forgotten how amazing that night was.
The other thing that really, really helped is that he went down on me before we tried penetrative sex, so I had just had a really good orgasm and my mind and body were very relaxed and I was well-lubricated by my body's own fluids. If you and your boyfriend have had oral sex before, ask him to satisfy you that way first, because the whole virgin experience will be much better.
One last tip: ask your boyfriend to be very gentle and tender with you, and to listen to your cues and your words. My BF was very alert to anything he was doing that might cause pain, He took it very slowly and very gradually, and because of my preparation and his incredible tuning-in to me and my needs, it was mind-blowing for both of us. There will only ever be one first time for you, so prepare in advance.