is there something wrong with me?

I've had orgasms from penetration only. I lost my virginity to my boyfriend of two years and it's been great and I grew up in a household where sex wasn't a thing so I was never able to explore and all that jazz.

two days ago my boyfriend actually bought me a vibrating dildo.

I've never used one before they've always kinda weirded me out but I thought I'd give it a shot, WELL we used it and it vibrated yeah but like.. it's almost like I didnt feel it. I expected it to feel amazing?? but it's literally just like.. oh hey there a vibrating thing in me. also when my boyfriend and I are having sex and there is clitoral stimulation I can hardly if ever feel that also.

is there something wrong with me? am i doing something wrong?

any tips on how to explore things better?

I've never masturbated, I want to learn how and everything.