What do you do if you are scared to let him go in all the way because it hurts but you know you are ready to have sex?

If you're scared then you're not ready for sex - it's normal to be nervous, but not scared. You also shouldn't need to ask people online about what you do in this situation, simply put you don't have sex until you are ready: there's no reason to rush into sex before you're ready.

Pain is also not normal - if you were ready, you'd know that because you'd have taken the time to learn about your body and sex beforehand - pain is your bodies way of telling you that something is wrong, if penetration is uncomfortable then you stop it before it gets to the point where it hurts. As long as you're healthy, ready, and aroused sex shouldn't hurt you at all.

You're not going to like this answer, but: 1) If it hurts and that's stopping you, then you're not ready to have sex. 2) If you're posting online for advice on how to proceed with sex for the first time because you're scared, then you're not ready to have sex.