Can't orgasm?

So I've masturbated before. But I usually don't get that much pleasure. My boyfriend and I do things. And I like it but I've never gotten all the way. Or maybe I have but I honestly don't know what it feels like I've looked up what it feels like and how you know lol. And people say "you'll know when it happens" but I've reached levels that feels like I've finished. But I'm never sure at all. My boyfriend and I've talked about it and he said "go to your doctor something might be wrong" and I know nothing's wrong lol I tried telling him. But I don't know what to do lol. I want to have my first O. But I really truly don't know if I've already have. Please help, advice?!?!?!?