What makes you think that pain will be less if you have sex after you get married?? You mention "God wants .." Think who made those rules - humans!! Humans made those rules that you have sex after marriage. I'm not advising you to have sex before or after marriage but just saying that "You are simply following rules made by some other human .. be it religion". Don't bring god into all this ..
It is your morals or conscience or your fear of something or the way you have been brough up that is stopping you.
Don't take this post as "You should have sex before marriage". It is all down to you to think rationally and act.