About the insecurity of being bad in bed: having orgasms is only a minor factor. Some guys won't care at all. I do care, but I'll say more about that later.
If I have to describe my perfect sexual partner, some of the attributes that are very important are her being open-minded and open to trying new things and experimenting, her being kinky and dirty-minded, her being able to trust me and follow my lead (some men would in stead like it if you take the initiative and lead), her communicating very openly about what she likes and doesn't like, what turns her on and so on. So if I'd have sex with a girl who has't orgasmed yet, ever, if she tells me this honestly and tells me that she would really like to come, and that she's open to trying anything with me to make it happen, then this really turns me on and makes me feel good. By doing this, she shows several attributes that I listed, that I think are attractive. You can control all this.
A girl having an orgasm is awesome for a guy, though. You know why? Because it shows the man he did something right. It's proof that he's "good in bed". It validates his sexual skill and masculinity. And many men take great pleasure from giving pleasure, and for those men, a girl's orgasm is very gratifying.
If you don't have orgasms yet, you can give those feelings to a man in other ways. Let him know and show him that he gives you great pleasure. Of course, don't lie. But if he did a great fucking job, tell him. If a girl tells me that that was some of the best sex ever had, she will see one happy man. If she tells me my cock is/feels perfect... ->

. If she tells me afterwards which things were especially good, I will absolutely do those things again some other time (I often ask for feedback afterwards anyway). Hell, if you are sore the next day down there, tell him that you still feel it, that he fucked you too hard and too deep. He'll feel all big and manly.
The point is that your not having orgasms is not a big deal. If you deal with it the right way, you can actually create a better experience for both you and him. And MANY girls have trouble with orgasms. It's very common.