Yeah, when I first started having sex (I was 16), I remember being kind of disappointed because it wasn't "magic" like I thought it was supposed to be. Boo on that! It just takes practice and learning about what you like and being comfortable not only with your partner but with yourself too.
I second the use of lube if you're having trouble staying wet. You don't have to stay quiet about it. If you're being hurt, tell him! He wants you to enjoy it (or he should). Being on top felt better for me when I first started, because the angle was easier, and also I could control the depth.
Since your body is just now getting used to the idea of sex, it has a lot to learn. New feelings take a while to register. An example would be, the first time someone ever gave me oral sex, I couldn't feel it really, because my body didn't know what to expect. Isn't that funny? But anyway, it's all kind of like that. Once you get used to sex, you'll start having more of the "bigger" feelings.
Also, orgasm isn't automatic. It doesn't happen just because you're having sex. There are a lot of variables that go into it, emotional and physical comfort, plenty of foreplay etc. If he's impatient, then he's going to have to get used to disappointment, because orgasm takes a lot of work by the both of you. Asking someone "did you come yet?" is the WORST thing anyone can do, because it causes the person to stress out, and it's never going to happen then.
For some people, vaginal orgasms are easy, but for others they're practically impossible. Since you're so new to sex, there's really no way to tell which you are yet. For me, I wasn't able to do it until I turned about 25ish, and had already been having sex for almost 10 years (with the same guy!). It started when we were going through a very good time in our relationship, and were extremely close and intimate with each other.
Before that though, a lot of times my boyfriend (and then husband) would make me come either before intercourse like with oral sex, or during intercourse using his fingers to stimulate my clitorous.