Whyyyy Haven't I Orgasmed???

I had sex with my boyfriend for the first time and it was MY first time ever. we didn't use a condom or anything but I've been on birth control for a while. anyway, I understand the hurt is normal but isn't there supposed to be an orgasm or something, I enjoyed it but he doesn't believe me, the same thing happens when we do oral stuff. I've never had an orgasm and it's really taking a toll on his confidence.