Orgasm

I'm 23, and I had sex with 3 person over the past 2 years. I didn't experience orgasm with the first two. Now I'm in a relationship that is so fun and sex is great, he cares about me so much and everything. But I still didn't experience the orgasm with him. I didn't fake it bc he told me not to, he said it's ok for him if I masterbate after/ before he cums. I'm having a great time with him, but I feel the need to have orgasm with his penetration. He says it will be ok if we keep having sex, but I'm worried about that. I feel like there is something wrong with me. What's your advice?