Make sure you're both somewhere private where you're not going to be easily interrupted- that will only add to the anxiety. Take it slow and make sure you're both feeling completely ready before trying, whether it hurts or not will depend on whether your hymen is still intact- for most girls it does hurt a bit during the first intercourse but it's not usually unbearable, and if it does become too painful just stop and go back to some foreplay before trying again or just leave it to another day. Using some lube may also help. Once you've had sex a few times it'll be less painful and you'll probably be much more relaxed with one another so you'll enjoy it more, and you can experiment with different positions that don't penetrate you too deeply so are less likely to cause you any discomfort from his large penis.