Waiting for my first orgasm, but a little scared!

I have read a few things about other ladies being a bit nervous when it comes to having their first orgasm, I think I make myself orgasm, but never had a man give me that feeling before, until maybe soon...

I have started seeing an older man and whenever he touches me it feels so different compared to the boys I have dated my age in the past etc which is why I have always wanted to experience being with an older man!

I am in my early 20's, I had a lot of sex with my first boyfriend but he always got something out of it where as I didn't.
Since being with this older man, he has made me think completely differently about sex and what I thought sex was all about.

I have done things to him (not much) and on both occasions he came, he was trying to make me orgasm too, but it wasn't happening (because I haven't with someone before) so after he had finished, he said he was annoyed that he had cum and I hadn't, and that's when I explained I haven't before with anyone and he was ok with that and understood.

The thing is, the sex with my ex boyfriend was completely different, it was all about the intercourse bit and some four play, but with the older man, he says he thinks it's better with slightly less interocurse but more attention on the four play side, touching etc which I now agree.

When he touches me, if it's just my hands, legs etc, I get so excited as he touches me so gently that it feels so nicer. When we touch each other, we are kissing slowly so that all adds to how I feel too.
I feel comfortable around him and I would love to orgasm with him for the first time and no one else but I'm scared about it.

He takes my mind off things when he touches and kisses me, I get lost in the moment which I guess that's half of it, going with the flow and what feels right.
We talk a lot about sex although we haven't had it yet, just touching downstairs etc, but he said that he gets something out of it knowing he's satisfying someone etc which I understand, I just hope I can orgasm with him for the first time and it's good with no pressure being put on myself to orgasm.

I'm not a very confident person, I don't like my body so I find it hard to look at someone doing things to my body and to express how I feel at that time etc, I would rather do everything in the dark, but then I wouldn't see his body, ha!
I guess he doesn't care what my body is like, he likes me for me. It's like he can't understand why I like his body and I can't understand why he likes mine.

I need to be more confident in the bedroom, I love doing things to the man and pleasing him it's just strange to think someone wants to do those things to me too!

So basically, any orgasm advice?
How did other people find their first orgasm?

Thanks everyone!