Firstly sex shouldnt be painful. It could be a sign of an infection. I would get checked out by your doctor or you can go to a sexual health clinic and no one need know you went, its all confidential. Good luck!
defffffinetly try different positions. avoid doggystyle, as this may cause him to run into your bladder and cause a sharp pain. try girl on top so you can control it and see how it feels :)
One thing with me, My uterus is tipped so it can cause sex to be painful if the penetration is to deep. I was told my my OBGN to try spooning and doggystyle actually.
try different positions.