I recently had sex for the first time and i’ve researched everything and experienced this as well. No, it’s technically not supposed to, however, it’s going to.
It should never hurt when you pee, that’s a uti. You have to pee immediately after every time you have sex. If you do experience pain when you pee, drink lots of water and cranberry juice. If it continues after two or so days, consult a doctor and he/she can prescribe antibiotics.
Actual first few times are going to hurt while it’s happening though and possible soreness for about a day or so afterwards can occur. Sex techically isn’t supposed to because you’re supposed to be aroused enough to be wet and he needs to perform foreplay with his fingers and tongue to make it easier to slide in. The friction when you’re not wet is what causes the pain and discomfort. It hurt really bad for me because I was so nervous i couldn’t just enjoy it lol. USE LUBE. That’s like crack for my boyfriend and me.