First time...

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My boyfriend and I have been together for a little over 5 months. We are getting close to our sixth and thats when my rule of "no intimate actions until 6 months and over" ends... 
A while ago me and him were messing around and he got close to pushing himself into me, and i wasn't scared at all. 
But when i think about me and him actually having sex, i get a little nervous... 
How can i be nervous when thinking about it but be fine when he was so close to entering me?