Hello, I Am 19 Years Old And Am Still A

Hello, I am 19 years old and am still a virgin. I have recently gotten into a relationship with a guy and I would like to know a bit more about my nether regions before my boyfriend and I get to a point where we take part in sexual activity. My friend suggest I try masturbating first and see if anything feels wrong so I did and I tried putting a finger in and it went in okay so I tried put another in and it was very painful. I told my friend and she thought it was very odd and so, do you believe I should go in for an appointment with a gynecologist or do you believe I might be completely out of my mind.