I went through the same thing. I am (was? Not sure ...) very tiny inside, and a previous partner had damaged my hymen with his fingers, making it very sensitive. I could barely entertain a finger! But I recently lost my virginity. Have you tried it in the bathtub? That's how I eventually loosened up enough to get it in without a significant amount of pain.
It is still going to hurt, even after the first time, especially if you are small enough to have had troubles with tampons in the past. My hymen, while a big problem, did not hurt half as much as stretching out my vagina itself.
Just relax, trust your husband, maybe take some tylenol, and enjoy

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