When you have to cum to orgasm?

I ask because I've always been told that if you don't come you didn't orgasm but recent comments and questions on here has made me question if you really have to. A few times I think I orgasmed or get close I instantly think I couldn't have because I didn't come. My clit gets so sensitive I have to pull away which makes me think I did. I can't imagine a orgasm feeling better but like I said I never come so I instantly think I couldn't of. Which stresses me out because I don't think I can get anymore stimulated but I could be wrong. I feel really stupid for asking this but I need clarification.