trouble climaxing, please help!

I've become sexually active recently and my boyfriend and I have had sex quite a few times so far but I have yet to climax when he's pleasuring me. I can do it when I'm doing things on my own easily; I usually use a bullet vibe for clitoral stimulation but sometimes I'll use my fingers instead and that always works, although I don't have a sex toy that's meant for penetration so other than the "find/stimulate the g-spot" bit I don't know what specifically would feel best regarding that. I figured that I might have trouble climaxing during simple vaginal penetration, considering the fact that 80% of women do, but I thought that if he were to go down on me and use his tongue or try to rub me off there'd be no problem. But I've yet to climax with him. And I don't think what he's doing is a problem, it feels really good and I enjoy it, but sometimes I feel like there's something wrong with me. If it feels good, I should be able to climax. what am I doing wrong? I need some advice ASAP!