Confusing feelings?

My boyfriend and I recently started exploring sexual things, which I hadn’t ever done before. I have problems with anxiety, and last time we were making out and he started to finger me, my breath started getting shaky and my heart was racing. This made me think I was having an anxiety attack, and I ended up freaking out a bit and got myself so worked up and crying. It was kinda embarrassing but my boyfriend was very sweet and understanding. Anyways I’m just wondering if anyone else has dealt with this kinda thing, and if so is there anything that helped you deal with it?