On the male side here, but for my current girlfriend it was both pleasurable and painful. She didn't expect it at the time, so there was some initial shock, but I had been going down on her before so it was already quite wet down there and slid in pretty easily. Turns out she's also the type of person who can cum just from penetration (I think that's uncommon based on what I've read online?), so after a few times she started getting pretty overstimulated and stopped being quite so wet.
I was also quite inexperienced at the time, so as I got more into it I did the rough "pounding" you mentioned in your other reply that ended up turning a bit painful since the natural lubrication was starting to wear off. By the end she was sore and out of breath, which I felt pretty bad for, but she wanted to go again ASAP. Bad idea obviously, so we just stuck to the outercourse stuff.
As for the aftermath, to this day she is still consistently the one initiating things! So I like to imagine that, despite the discomfort and pain near the end, it's because her first experience was nice.