You know you can still say no, right?
Just because you're married doesn't mean you're forced to have sex every time he wants to.
If you aren't feeling it say no.
If you want him to put some effort in tell him so.
If he saved himself for marriage too and you're the kind of people who have a moral issue with things like porn, masturbation, sex ed etc., he might simply not know any better. Sit him down, tell him that women generally don't come as quickly and easily as men and that we usually need some work before the actual sex can happen. Good luck.