My boyfriend and I were about to have sex for the first time, but I changed my mind because I realized I wasn't ready and plus he wasn't wearing a condom! Since it was my first time and because it hurt too much he didn't really go all the way, is there still a possibility that I might be pregnant?
Let's start with a healthy does of reality: any time you engage in sex, the possibility of pregnancy exists. This is just one of many reasons God stated, "Marriage is honorable among all, and the bed undefiled; but fornicators and adulterers God will judge" (Hebrews 13:4). What you and your boyfriend were doing was committing the sin of fornication (having sex outside the bonds of marriage). Neither of you were ready for sex because neither of you made a covenant before God to be husband and wife. If you can't commit to one another, then you are not ready for the commitment of children or all the other obligations that come with sex.
I know you are concerned about a baby having been conceived, but you also should be concerned about sexually transmitted diseases. "Whoever commits adultery with a woman lacks understanding; he who does so destroys his own soul. Wounds and dishonor he will get, and his reproach will not be wiped away" (Proverbs 6:32-33). The wounds here refer to diseases. Pardon me for being very blunt, but if he was willing to put his penis where it didn't belong, what makes you think that you were the first? How do you know that he hadn't picked up a disease from a prior sexual encounter that he now took the risk of passing on to you?
Please take a moment to read "Why Sex Outside of Marriage is Wrong." Let me know if you found anything in that article unclear.
Now, let's talk a moment about the mechanics of sex. When a man is sexually aroused, not only does his penis get large and stiff (erect), glands in his body begin preparing for sex. Internally, his seminal vesicles release semen into the ejaculatory duct, sperm also moves into the duct, where it is mixed with the semen and certain chemicals from the prostate gland which activate the sperm. Meanwhile, internal muscles close off the path to his bladder and open the path to the ejaculatory duct. Also two small glands, called the cowpar's glands, begin producing a clear liquid that is commonly called "pre-cum" in slang. This liquid serves two purposes: to neutralize any remaining urine in his penis and to provide a small amount of lubrication for the sexual act. The flow of this "pre-cum" is constant during arousal and it can be seen dripping from the end of his penis.
Since the path to the ejaculatory duct is open, it is possible that some of the semen may drip out of the ejaculatory duct and be pushed out the end of the penis long before he actually ejaculates. While the number of sperm in this will be very low, the fact remains that pregnancy occurs when one sperm reaches the egg. The fact that a man ejaculates about a half-billion sperm only increases the odds of one making the trip.
You mentioned that it hurt, so I'm going to conclude that he had his penis in your vagina, even if he wasn't able to put it all the way in. The pain came from two things: One, he went too fast and your body hadn't completed its adjustments for sex. A woman's body takes longer than a man's to make the necessary preparations. Two, your hymen was intact since this was your first experience at sex and the pressure of his penis entering tore the hymen or at least stretched it. Even if he didn't ejaculate, it is easily possible that some sperm was deposited in your vagina from his "pre-cum."
If he did ejaculate, then you had quite a bit of sperm place within your vagina. When a man ejaculates, there is a fair amount of force behind it. Semen can easy squirt six to twelve inches or even more during an ejaculation. Thus it doesn't matter how far his penis entered you. The force of the ejaculation would carry some of it deeper within you.
Finally, there is the matter that sperm have tails which allows them to travel. They have sensing mechanisms to tell them which way to the egg. Even if a sperm is left near the outer edge of your vagina, it remains possible for a sperm to reach your egg.
The only other factor that I haven't covered is that for conception to occur, sex has to take place within six days of your ovulation. Ovulation, where you release an egg, occurs fourteen days before the start of your next period. Since the timing of your periods are not fixed, it is difficult to tell precisely when that window of opportunity (fourteen to twenty days before your next period) will take place.
The only way to know if pregnancy occurred is to wait to see if your next period comes. If not, you can get a pregnancy test at a drug store and find out if you are pregnant. You can't use the test immediately because it takes a bit of time for the chemicals indicating pregnancy to build up in your body.
I hope you realize the seriousness of the potential consequences of your sins, and I pray that you will take steps to correct your sins and live a godly life. If you want to speak to a preacher in your area about what you need to do, let me know and I will put you in touch with someone.