What Causes Bleeding During Sex?

When I have sex with my boyfriend I experience bleeding. When we first start out it hurts near the opening of my vagina but then the pain goes. The blood is red like any cut that I would have elsewhere on my body. Although sometimes it can be a bit more brown. I am on the depo jab and we use condoms. We were also eachothers firsts so I don't think it could be anything sexually transmitted.