Just do it.
It's going to hurt. A lot. There's really no way around it. Yeah, you're going to feel like you're being split in two. Totally normal. Just KEEP doing it. It may take a while for the pain to go away--like up to a month, no kidding.
Some women only suffer mild discomfort but for me losing my virginity was some of the worst pain I've ever experienced, and yeah, I'd used tampons and other things before without pain. You just have to do it--sorry, there's no other way to do it
Nerves will play a part, so relax. Good foreplay is a start.
However, if after several instances of full intercourse you are STILL suffering from pain, then it's time to talk to your doctor.