I had sex twice and both time I felt horrible pain and wasn't satisfy having sex, so I plan not to have sex anymore. Is it okay to think like that?

Painful intercourse. Dyspareunia (dys*pa*reu*nia) means difficult or painful sexual intercourse. Although the condition is present in both sexes, it is far more common in women, where it is being described as pain with initial penetration, and/or during thrusting, and/or after intercourse (an after-effect). Medical, physical, functional or psychological conditions may cause this sensation. Get a gyn examination.
Sex should feel good. Sex should feel good, not painful. If it's painful, then something's not right. If this is only 2nd attempt, more likely you & your partner aren't prepared since your partner should take his/her time to make sure you're lubricated enough so that sex is enjoyable, not painful. Consider postponing more sex until both of you are more mature. Ps don't forget to make him wear a condom to prevent stds.