i was the same way! me and my boyfriend thought something was wrong with me becuz i never had one, and sex does feel good. i kept telling myself my body wasn't mature enough yet.
An orgasm is a build up of tension, you know when he thrusts really deep and it feels amazing, the thrust where you let out a loud moan. its like that but constant pleasure for 10-15 seconds. Called a release of pressure.
how can you have one? VIBRATOR! was my trick. while he is in me, he is up on his hands while i am laying down, and i hold the vibrator right over the clit (or whatever feels good to you) and while he is going in and out and with the vibration, and orgasm is alot more possible than just regular sex.
and you will feel the build up of tension and pleasure, you will start squirming around more, and my boyfriend tells me i get more wet than normal. My first time i was too scared to orgasm, so i pulled back, but dont be scared, its fun!
i hope that helps!