Pain during sex is sometimes normal especially if it's your first time having sex.
During the first few times you have sex or intercourse or vaginal penetration it's very normal to experience some slight pain at the entrance to your vagina.
Sometimes there might be some slight bleeding as well which is also normal.
But if you experience intense pain and continue to experience more pain even though you have sex more often and it occurs during the sex and doesn't go away then something could be wrong and you should let your doctor know about it.
You could have something torn in the vagina which needs fixed.