The hymen is the thin membrane that ruptures when girls have sex the first time. You can insert your finger into your vagina and tear it by pressing your finger toward the back. Or, if letting him do it is important to you, there is absolutely no harm in doing so. A lot of girls in modern times have already torn their hymens accidentally by cheerleading or gymnastics.
Statistically, the chances of it hurting so bad you need to stop are very small. A girl once told me that her first time was a "sweet pain." Should it be the case that you can't continue, you just tell him. He'll understand.
One key is to make sure you are thoroughly aroused with foreplay before he moves to insert his penis. That will ensure that your vagina lubricates properly.
Remember, this is something your body is meant to do naturally.
FYI, if you're having emotional conflicts about having sex, you may unconsciously tighten your vagina and that can produce more discomfort than the hymen. Make sure you are comfortable with your decision to proceed.
