Just another thought- they say that sex begins in the head- are you harbouring any resentment against him for any reason?
Also- your first post says that you always thought sex would be painful. Why? That is not a normal reaction. Most women accept that the first time will be a bit "ouch" but ideally, they are so turned on and ready for it that it's not an issue.
Do you have possible hang ups over your body, for example? Do you associate sex- and even tampons- with guilt, or something "not nice"? maybe even subconsciously? This is something a counsellor would explore.
If not- is it his technique perhaps?
I wonder if the "playing around" you did pre- marriage was novel and exciting- and enough to get you turned on/orgasm. But after a few months you had got so used to his (boring) technique that it just didn't work any more.
If you have not had any previous experiences with other men it could be something as simple as your DH not knowing what to do. ie- no matter how much you love pizza at first, if all you are given for months on end is the same pizza it will not be the same!
Women who have had several partners would, I am sure, confirm that some men are better than others in bed.
If you were to try masturbating, and find what turned you on, then could you incorporate this with him?
It just seems a bit obvious in some ways that 2 inexperienced people, with religious constraints, get off to an okay-kind-of start in the full flush of desire, then it goes wrong.
What do you think?