No, not if you take your time. A slight, temporary discomfort at first is normal, but sharp pain is a stop signal that must be absolutely respected. The key: muscle relaxation, generous lubricant, and the smallest size available. Never force it. If you experience intense pain or notice bleeding, stop and consult a healthcare professional. Temporary discomfort and real pain are two very different things that you need to learn to recognize.
What material should I choose to start with: silicone, metal, or glass?