No “O”

I’m 39 years old, and have had a few sexual partners. I have never been able to have an orgasm during sex. I feel like there is something wrong with me. I’ve tried talking to my dr about this, but it’s strange telling my male gyn that I can’t have what some call “ mind blowing sex”. I don’t understand... I’ve had one partner say to me you didn’t finish did you. It’s so embarrassing when I’m really into it with the guy but I get nothing out of it. Some of the sex I’ve had has been amazing just not that amazing. Ugh!!! Wish I could at least get to experience something pleasurable for a change.