Why does my vagina hurt when my partner and I first start having sex and sometimes when we're going slow?

Lack of lubrication. Dyspareunia is pain during sexual intercourse and is most commonly due to friction from inadequate natural lubrication. This can occur for a variety of reasons ranging from psychological to hormonal (more dryness with lower hormones), but is usually not due to a lack of interest or sexual attraction to one's partner. Using an over-the-counter lubricant (ky jelly) or consulting the doctor can help.