When we started my boyfriend had trouble just getting his pinky in, and I was sure nothing bigger would ever fit. However, we worked up to two fingers and after a couple weeks attempted penetration (with good lube!) It hurt like crazy and he barely managed to get a couple inches in. Luckily for me he's extremely patient and gentle...although somewhat bigger than average.
After about four sessions of this (it got twice as easy each time) we recently got in all the way, and although initial entry still hurt I felt almost no pain during! My advice is to really take your time, use tons of lube, and don't expect it to work today, you can always try again later.