How to make for the first time not hurt at all?

How do you make it not hurt at all, besides using lubricant. Im scared that its going to hurt because hes big and I dont want it to hurt real bad because I know it will. My friend told me that having for the first time feels like your getting knives stuck in you... and the the pain is unbearable. I dont want it to feel that way.. Please help we are 21