The first few times having sex I expect to hurt, but what type of pain is it?

PAIN FIRST TIME SEX. It is quite common to have pain first time sex and pain varies from person to person and due to several reasons may be the hymen is iintact and perforation can be somewhat painful some time if you do it in a hurried way, the vagina is not well prepared for penis to enter and can cause pain there is not enough foreplay to lubricate the vagina so you can minimise the pain by avoiding above, pain/less.
Vaginal pain. The pain may be vaginal and felt at the opening. If you are having deep pelvic pain with penetration, it may be a symptom of endometriosis for which you will need to see a gyn md if it persists.