I tried to have sex with my girlfriend for the first time and it hurt me

How can I make penetration not hurt?? My girlfriend has toys and since it was supposed to be my first time she used her smaller one with lube. It went in easily but I quickly started crying from pain, maybe I'm just not ready but I know that I WANT her to be my first and I want to share this experience with her! She was so sweet and quickly pulled out and comforted me but I still feel bad even a day after because I do feel some peer pressure to lose it because my friend lost hers when she was nine and I'm 15 and still a virgin, I just feel so behind on growing up I suppose, even though I KNOW that having sex doesn't make me more mature. I apologize for venting but if someone has any ideas on how to make vaginal penetration less painful that'd be great!^^