Can't orgasm..?

Natalia
Hi everyone! I'm 23 and I just had sex with my boyfriend for the first time last night. He was good (very good!) but for some reason I couldn't cum. I'd get really close and then I'd start to ache like if I was really dry so we'd slow it down. This even happened when he was going down on me! I know it takes time to "adjust" but I've been thinking about it because leading up to this I've been practicing with masturbation to see what feels best and I can't say I've ever cum from masturbating. With my ex, the sex was not nearly as good, and I only ever really came once with him (we were together almost 3 years). I chalked it up to lack of experience on my part or the fact that we was extremely gentle (ex and previous lovers have, for the most part, been relatively rough), but it really is so frustrating! Any tips? Is this just normal? Should I go see a doctor about it?