According to your description of having an erection during foreplay but losing the erection when it comes to penetration, you could be experiencing erectile dysfunction due to anxiety. If the problem you are experiencing was organic you would have erectile problems all the time. Erectile dysfunctions due to anxiety are very common for men your age (22) and in men without experience. You will need great support and patience from your girlfriend. Self-masturbation won’t help you. You might ask your girlfriend to “play” with your penis and try to make it hard for a longer period of time before penetration. Try to prolong the foreplay so that the penis can stay hard as long as possible. You might include oral pleasure in your sexual intercourse too.