Recently started having sex

We have sex once a week usually and we've done it about 5 times now but he's never made me orgasm and always comes before it gets extra heated. I feel like something is wrong with me because it never happens, however it doesn't hurt anymore like when we first did it and there is a lot less pressure so it feels better but it's still not enough to make me orgasm. Btw his dick isn't small either. Any tips/ advice?