Painful penetration - aka dyspareunia - is categorized as either superficial (meaning pain at the entrance to the vagina) or deep (pain felt further inside); as well as primary (pain during sex from the get-go) and secondary (when pain develops after a period of pain-free sex). No matter the intensity and type of pain, it's important to explore the root cause to find the best way to explore solutions.
Some common causes include: endometriosis, PCOS, menopause, vulvodynia, vaginismus, physical trauma, emotional trauma, infections (like STIs or UTIs), uterine fibroids, pelvic floor dysfunction, and other physical or medical conditions.