It's never great the first time, and it probably won't be for quite a while. If your boyfriend is as inexperienced as you, it will take a while for him to build up some degree of skill, which is vital if you want to enjoy it.
The most effective way to enjoy it is to give him verbal feedback about what EXACTLY you like, and what you don't. Also, it would be helpful if you already understand your body enough to know what gives you orgasms, and give him directions.
I know it must sound very unromantic, but most men require at least SOME training.
Relax... I'll need some information first. Just the basic facts - can you show me where it hurts?