I need some advise

So I'm 15 and I'm talking to this boy but he's 19 we started talking back in August 2015 but I've known him for as long as I can remember because his dad is best friends with my step dad. Since we've been talking he's been out with 2 other girls, but he makes me really happy but he knows all the right this to say. He knows I'm still a virgin but we've been on about having sex and I want to I'm just nervous as. I feel like as soon as he has sex with me he's just gunna chuck me and I just don't know what to do. Plus I'm scared shitless of having sex for the first time. Any advise for having sex for the first time or if I should do it with him??