Trying to have sex for the first time but its just so painful for me so I make him stop. Is my hymen too small? Any ways to make it go in easier?

Patience & lube. A waetr soluble lube such as k-y and patience with insertion by your partner are helpful. Try lubricating a tampon in different sizes and inserting them yourself to "stretch" the vaginal opening. If all else fails, see a gyn md for an exam.
Coital pain. Vaginal dilators can help. Vaginal lubrication like k-y jelly can also help.