never orgasmed

So I've had sex with different people and I've enjoyed and felt turned on but every time the guy would try to eat me out or rub my clit so that I'd orgasm it felt too intense so I'd stop him. It wasn't really pain but more like too intense of a feeling that I didn't like. Maybe it is because I am nervous to orgasm or of doing something embarrassing idk. Has this happened to anyone else? Any advice?