First, I would like to start by saying congratulations, and good for you! (Only sort of kidding).
Now down to the nitty gritty. There are several key factors that will make sex easier for you, and eventually more enjoyable for you both, as I can’t imagine he enjoys knowing you’re in pain.
To begin with, have you told him that the sex isn't exactly enjoyable for you? While this isn't easy for any man to hear, I'm sure when you cushion that statement with the fact that he is larger in size than you are used to, it will soften the blow to his fragile ego. Communication about this issue with your partner is imperative, because you are going to need him to assist you in accommodating his size physically. Once you have expressed to him that his size is uncomfortable for you, the two of you can then begin expanding on your methods of foreplay to increase enjoyment.
Leading up to penetration, there are several things you can both do to ensure more pleasureable sex. For starters, foreplay is key to ensure that you are sufficiently lubricated. Does your partner usually stimulate you manually and/or orally prior to penetration? If not, it can be helpful to incorporate these steps. Once you are appropriately turned on, your partner can assist in stretching you - prior to insertion - by using his fingers or toys, like dilators. The goal is gradual internal expansion, so that you can build up to accommodating his penis slowly.
Also, remember to experiement with different positions until you become comfortable with having all of him inside of you. Begin slowly, and make sure to breathe (think yoga breathing!). Your partner will need to keep his excitement in check initially and not thrust too quickly. As you become more comfortable and get used to the feeling, you can begin to build intensity and speed. Working together should help ensure that both you and your partner experience pleasure, rather than pain, during sex.