I'm sorry that this experience was so unpleasant for you. Before we touch on anything else, I want to point out that sex of any kind is not something someone is supposed to just get used to if it's painful or uncomfortable. When you're feeling those things, it's a sign from your body and brain that you need to hit the pause button. Now, sex can be a bit fumbly and awkward, and may not feel the greatest it ever does during your first few times, but those things often get resolved by communication between partners. It's tricky to talk about what sex is "supposed" to feel like because human sexual experiences are so varied and there's no one, correct way for it to feel. A more helpful question might be: how would you like to feel during your sexual experiences?
I think your idea about speaking to your about this is a good one. If you two are planning on being sexual again, it's important for you to be honest about how unpleasant this experience was for you. If you'd like, we can use this space to brainstorm how to have that talk with him. This article also has some tools for talking about sexual things with a partner: Be a Blabbermouth! The Whats, Whys and Hows of Talking About Sex With a Partner
. Can I ask why you didn't feel okay speaking up about the pain when it was happening? Was it only because you were worried about his feelings, or were there other reasons as well?
Painful intercourse can happen for lots of reasons (which you can read about here: From OW! to WOW! Demystifying Painful Intercourse
) although you two took a big step in eliminating a common reason for pain by using lube. How were you feeling prior to having vaginal sex? Were you excited and aroused, or pretty nervous? And had the two of you spent time on other sexual activities before vaginal intercourse?