I might be broken

so I'm 19 years old and I've never had sex. through high school I was jealous of not being able to experience the things my peers were, but I've never been a very horny person and even when I am it's very rare and it's hard to stay in the mood. I recently got into a relationship with an amazing guy, he's so sweet and caring and wants to make sure my first time is perfect. I appreciate all of the effort but how do I tell him that I'm fucking terrified?? I'm 99% sure I don't know what cumming is actually supposed to feel like. I've masterbated before but never fingered myself, I usually stick to the outside and it works just fine. a few weeks ago when my boyfriend and I were messing around, he tried to put 2 fingers in but it burned like hell and it was all I could feel and think about for the next couple of hours. I'm terrified for my first time because let's be real, going from one finger to a whole dick is quite the jump. I've tried a few times on my own if I could get more than one finger up there but so far nothing has worked. at this point I genuinely feel like I might be broken, that I'm never going to experience sex because my anxiety puts my brain on lockdown. I hate how I get so trapped in my own head, I want to focus on the pleasure but it's like my inner voice doesn't let me enjoy it. I guess I just want to know that I'm not alone.