Have I been doing it wrong ?

Okay I’ve never had sex but I’ve been fingered before. I’ve also masturbated before but always by rubbing and never by entering. I did not enjoy the fingering experience even when he rubbed my clit. I’m always able to come so quickly when I rub my clit but maybe I just don’t know what an orgasm feels like. I’m questioning it because it’s always so fast when I do it and it’s always friction never direct contact. Does anyone get me on this?