Me and my 24 years wife tried to have sex for the first time, but we couldn't because of intense pain she had. what should we do to reduce pain?

Take it slow....: If she is a "virgin," she/you will find that her introitus/vagina is very sensitive. Also, likely her hymen will be intact. Your might want to try lots of lubrication, and her first penetrations may be less uncomfortable with a small dildo that can progressively dilate her. She should also be coached to expect alittle blood, to lessen her worries/concerns.