Yeah it hurt quite a lot the first time when my hymen broke. It still hurts now at the beginning because he's quite big, has to enter really slowly. Bit of a mood killer.
I broke my hymen on a tampax.
Caught up in the idea that a tampax does not break your "virginity" in a sexual way, which the sex education teacher kept stressing home to us muslim girls, and the fact that my parents were against it, I bought a pack and tried it, and nearly fainted in the train station toilet from the pain. Actually put me off tampax for a few years because I thought it was them that were painful.
Anyway this led to a pain free breaking of my real virginity at a much later date, and it was crap, totally crap.
It also meant my virginity was not really accepted because I had no pain and no blood, even though it was just a tampax that took that away.