Its all depend on your hymen.See Hymen is a tissue that's filled with blood vessels that covers the part of vaginal opening. Hymens are vary naturally in thickness and how much of openings they cover. If your hymen is in smaller size then you get very less pain.

Src: Yahoo Answers: http://in.answers.yahoo.com/question/index;_ylt=AoupStCuuCPOOUrBnO1TMiGRHQx.;_ylv=3?qid=20130623193314AAaxOfR