congrats on your new lady...
Pain from your finger being inserted shouldn't happen... Does it hurt when she inserts her own fingers into herself... (it might be that she just tenses up -- even if she's not overly tense)
the other two things would be lubrication and position.. but if it hurts with just your finger - i don't htink it's position)
The 10,000 dollar question (Canadian dollar is pretty strong so it's close enough) has she been to a gynocologist yet - sexually active or not, I would hope that all women have been at least once by age 18... Her doctor would be able to break her hymen if it hasn't been already.. and that might make a difference.. o