I’ve never had an orgasm or finished at all

I’ve been sexually active exclusively with my boyfriend for a little over a year now. I’ve also explored sexually with myself with a vibrator and my fingers and it’s gotten to the point of pure frustration because i have never finished. i don’t know why, and it always ends up hurting when we have sex or hurts afterwards. i bought lube for us to try and it still hurt, almost a burning sensation, after and i bleed every time. he always checks to make sure i’m ok during and after and is so nice about it, but i’m so mortified every time. i genuinely just want to know what it feels like and i know my bf feels bad bc he feels like he’s doing something wrong. i always assure him it’s not him but i really don’t know what’s wrong with me. i get plenty wet and aroused and it feels good with him, i’ve never quite enjoyed it by myself but i just don’t understand.