Can't have with my girlfriend?

My girlfriend and I tried to have for the first time the other day. Neither of us have had before, but we knew what we were doing. When I tried to go into her my stopped about half an inch into her, and wouldn't go in any further, as if there was something blocking. We kept trying gently and from different positions but nothing worked. It hurt really bad for her a few times and she kept hurting for about an hour. She told me she was very relaxed and very ready, and we were using lubricant, so I'm not sure what the problem was. She's told me that she hasn't ever put anything bigger than a tampon in, and that it often hurts when she does. She's very worried about it. What could the problem be?