I'd start with just a finger or a toy 1" or less in diameter (the Silk Small and Medium from Tantus are good "first time" dildos). Make sure you're fully relaxed and keep a bottle of lube handy. You might even try stimulating your clit first before moving on to vaginal - a lot of women find this helps them relax and warm up. And above all take your time.
If you continue to feel pain even with fingers/small toys and lots of warm-up, there could be a medical issue at hand. You may actually want to talk to your doctor and make sure nothing's wrong physically.