The thought of getting inability to tolerate vaginal penetration scares me. What are risk factors for it?

Not common. If you have never had intercourse, don't be concerned about not being able to tolerate it. You can prepare by using tampons and becoming familiar with that part of your body. If there seems to be an obstruction to putting in a tampon, then see your doctor since rarely extra pieces of tissue can get in the way. Make sure you are relaxed, ready for sex, & your partner's right.
Vaginal Penitration. This can be from anything that causes pain with sex. The muscles of the vagina can clamp down by reflex to stop a painful event. It can lead to a chronic condition where you can't have sex. It is treated with sex therapy and has a good result. Rape can also be a cause.