Many people feel confused about the choices they've made when deciding whether to have, or not to have, sex. If we based our opinions about sex solely on portrayals in magazines, movies, and television, we would be likely to think of sex as always passionate and safe, with few negative emotional or other consequences. Yet, as you've pointed out, sex can also cause regret, confusion, and anxiety about future sexual encounters. While you can't change the fact that you've already had sex, you do have control over your decisions about future sexual encounters and experiences. Thinking about this might help clarify how you feel about being sexually active.
People have sex for a number of reasons, some healthier than others.
Any or all of these concerns could have made you preoccupied and less likely to enjoy the sexual experience. If this was the first time you had sex, a number of reasons could account for the pain. There are many possible explanations for these, some of which depend on whether you're a man or a woman, and what you did sexually. This process can produce discomfort or pain. Read Painful sex and Hymen stretching for more information about the hymen and other potential causes of painful intercourse.