How can I have my first orgasm

I am 23 and have had sex before..(not over 25 times out of my years of having sex, don't really have sex alot)...However, I've heard many stories about orgasms and how good they feel..Whenever my partner is penetrating I like it. When i get that pee feeling I make him stop.. (it's like he's hitting my bladder , and I have to pee)..He tells me to ignore it because that is how I will have an orgasm..So tell me am I wrong? What are other ways I can take my sexual experience to the next level?..I am curious on how does an orgasm feel.