Unconfortable with condoms?

I wanna start my sex life with my gf. We have had some action (but never penetration), I bought some condoms but I felt my dick too tight in the condom and it hurted, I had a bad time. Next time I bought bigger condoms and the result was the same but I felt less pain.

I won't pretend I have a big dick, (I think its average) but still I wanna live that experience with my gf. Do I have to get used to that feeling? Is it normal? Who has had a similar experience?