It's the worry that does it, and yes the first times are hard, I had the same problem. It's the stress really. If she's dissapointed, you can't take it personally. She even said it hurts, so she's got her half of it to deal with as well. I would stop stressing about actual penetration, the both of you, and just have fun together with your bodies.
As long as you're being a man and taking charge, and not caring about how you're being seen and just out to have fun without focusing on some objective, it's all good.
In the early days, penetration isn't that great anyway - I guess it's kind of wierd and overwhelming at first, but it's nothing like the feelings you get once you're really experienced at it. The nerve endings down there just haven't woken up for the both of you. That comes with experience.
Most likely your first times at penetration will just be awkward and unsatisfying, so you have to put the focus on just having fun - penetration is something you keep working at, but don't focus so much on how it goes, if it doesn't work, keep doing other things.
Just appreciate getting to be naked with someone of the opposite sex! Haha. You're already "doing it", it's not like you're missing out unless you reach some sort of goal. Sure it gets WAY better over time, but that comes with experience, there's nothing you can do right now to magically get there. Just enjoy the ride
TIP: I got very annoyed with my constant stressing out and subsequent losing erection. I ended up inventing my own little exercise that I'd do daily. I'd masturbate myself to an erection, imagine I was in the situation with the girl, then I'd just not touch myself and just relax and see how long the erection would last without stimulation. I'd lose it nearly instantly, but I'd manually get it back up again, and then wait again. I'd do that a couple of times each day. After a month or so, I noticed I could last longer and longer. Eventually I forgot about the exercise and realised I just needed to focus on having fun. Now I don't have any problem at all - sure I lose it if I've been going down on her for ages and nothing's been touching me, but I don't worry about it because I can get it back up again soon enough. The honest truth is - it's at its hardest when I'm having the most fun with the girl. No other way to get that hard. So bottom line is, if you're too busy stressing out, you won't get there.
I just wish I had someone to tell me all that when I was starting out
