If you are not using condoms, you may be allergic to his semen. Try doing it with a condom.
If you are using condoms, try a non latex condom (polyurethane) to see if you are allergic to latex.
BTW, it is normal not to feel him in your vagina. Your clitoris is your sex organ. Make sure that gets stimulated during intercourse to give you an orgasm (using fingers or a toy or a change in technique). Your vagina is your birth canal, an outlet for menstrual debris and the access point for your partner to fertilize your egg. Any sensation a woman feels in her vagina is a bonus, and not feeling much is the norm.