Women and pain during sex. How common is the problem?

Very. Pain with intercourse could be at the time of penetration or with deep penetration. They could be secondary to infection, endometriosis, vulvodynia, interstitial cystitis, pelvic floor muscle spasms, uterine fibroids, among the most common gynecologic causes.
Varies. Overall (e.g. All comers), not very common. However, in certain subgroups of women (e.g. Endometriosis, pelvic pain, etc...), it may be more common (60%or more).