First, these feelings are completely normal. It is called dyspareunia. And I would suggest you don't have sex until you are completely ready. Completely, not partially. No woman wants to be hurt. You wont completely know how it feel until you go little bit further. But you're scared. And thats fine. The thing is, every woman takes it differently. Women like different things. Big. Small. Fast. Etc. I can assure you one thing. It will go in the right place. The chances of that going wrong is very slim. All girls before they're first time are considered "tight" or small. In fact, even after sex, a number of women still stay small. There really is no best position for the first time. The "normal" position would be a man on top and so forth. That might be the best position to do as it is very easy on you. You don't do very much. The good thing about this position is you can control the speed of your man very easily.
This is why sex could be hurting for you:
1) Not enough lubrication
2) Inflamed external genitals (So, check yourself)
3) As long as the Hyman is still intact, pain can still arise.
As regards to the hymen, it might break if it hasn't already. When it does, you'll notice blood. Now this is nothing to be scared about. It might have already happened. Some girls have even broke it horse riding/bike riding/etc. How to break your Hyman? A doctor can do it for you. In certain circumstances, a tampon can accidentally break it.
Here is a diagram of that region and so you'll know a little bit more.
Best wishes and good luck on having a more enjoyable sexual experience.
~jamesish~