Lubricating works wonders sometimes.. also, you might need to see a gyn. or a doctor about it - the resistance can be your hymen, or some of it, and that is very painful to have broken during intercourse - if it doesn't break after trying a couple of times, gently, you can ask to have it surgically opened/removed.
you are not married
go for it
Try foreplay. But then, even with foreplay, it could still hurt and you could actually hear your hymen breaking.