It hurts if the guy doesn't know what he's doing. If he just dives right, well it's just difficult, awkward, and painful. The way to properly go about a girl's first time is to warm things up first with foreplay. This results in a much smoother more pleasurable experience. If this is done properly, it is literally possible for a woman to have sex without breaking her hymen. If the guy is gentle enough in the warm up, the hymen can be gently and slowly stretched out. This results in the first time not hurting or having any bleeding. This is the only scenario in which the hymen will shrink back down. If the hymen is broken, then it will not repair itself in any way. So the bottom line is, it hurts if the hymen is broken, but despite popular belief, this can be avoided.