Controlling partner or being silly?

Charleigh • TTC my first baby with my partner, after unfortunate miscarriage?
Ok so me and my partner have been together 8 months now im 19 and so is he and he is the love of my life! I could not imagine being with anyone else and i love him with all my heart
​However  i mentioned to him recently about going for a night out with my friends, yet he is totally agaisnt it!
​Ive tried reasurring him that i just want to go out for fun but hes so scared somethings going to happen
​He insists on coming with me but i just want time alone to go out with friends and not have to worry about my partner
​I enjoy going out with him i would just like to once in a while go out with friends for fun and me time
​Hes making me choose out of going out with friends or being with him, if i had to choose id obviously choose him but im 19 years old for god sake do i really have to choose? Why cant i have both? 
​I didnt know that when you get into a relationship you couldnt have fun with friends? 
​So, what should i do!:(
​Should i stay or should i go?