vaginapagina | painful problems

i'm not looking for a diagosis, i'm just wondering if anyone has ever gone through what i am currently going through.
I recently lost my virginity to my fiance. When we had sex for the first time it hurt quite a bit so i had to stop. The next time we tried it it didn't hurt as much but i still wasn't able to finish. we had tried it quite a few times but everytime we did it was like he was rubbing me raw inside and that feeling made me loose interest. my fiance takes a long time to finish so he was affected by this too. is there any way that i can stop this from happening, or get more into it? i feel like im doing something wrong.

Also, after we started having sex, every morning i will wake up at 6:30 (way too early) with a burning in my vagina that would keep me up for hours. It also smelled like burnt rubber. At first I thought that i had a yeast infection so i took the medicine but it still wakes me up EVERY morning. It also burns when I pee. What in the world is wrong with me?