Girlfriend sitting on penis

So my girlfriend sits on top of me for like a solid half minute with my penis inside of her and does what I think are Kegel exersizes before we actually have sex. Is this normal? During sex she says it hurts but in a good way. How can it hurt and feel good? If my penis hurt during sex I wouldn't exactly be happy so I don't exactly understand the expression. We both lost our virginity to each other so there was a bit of a learning curve but this always confused me.