It depends on it you’re a male or female, especially for the first time.
For men, most times it will not hurt unless the vagina is dry and that causes friction on the penis, or if you have some sort of ejaculation issues, which can also cause pain.
For women, the first time normally does hurt for most because of the lack of being stretched before, the amount of friction, and/or vaginismus (a condition in which causes the walls of the vagina to tighten)