embarrassed but need advice

so I'm 19 and started having sex at a very young age. I have never ever had an orgasim by myself or with a partner. I tend to climax and finish but nothing has ever come out. I have heard girls talk about orgasims being the most amazing thing in the entire world, so I feel left out. I don't understand how I can feel like I finished without experiencing the magical orgasims I hear about. like I finish and its feels great but I think a real orgasim must be better. Is there something work with me? would should I do to help my body do this?