Welcome to HealthcareMagic. Since you had these symptoms when you had intercourse for the first time, it can be due to friction rub or chafing during intercourse. Other possibility is of vaginitis
or infection of the vagina. You can use some antifungal pessaries which are available over the counter and use water based jellies during intercourse. If still the symptoms persist then please consult a gynecologist.
Hope it helps you. Regards.