Every woman should penetrate her own vagina for the first time. Clitoral stimulation with vaginal penetration - the combination orgasm - is orgasmic bliss.
The hymen is a soft membrane that naturally breaks open for menstruation. Most women bleed their first time due to lack of arousal.
Any time we penetrate our vaginas whether it be a finger, penis or tampon, the item should be lubricated with saliva or some kind of organic oil.
Putting your own fingers in there while looking into a free standing mirror under a good light would be very beneficial.
Start to enjoy your clitoris and vagina with many self-loving happy orgasms.
If you've had an orgasm with yourself, you're not a virgin.
Learn about your own body by exploring masturbation including vaginal penetration.
It sounds to me as though you might be dealing with a stubborn hymen that might be especially thick.
Perhaps it will help if you add your PC muscle in the penetration process.
I've never actually seen an intact hymen.