Vagina/blended/G-spot orgasms are different from clitoral orgasms. Many more women succeed in clitoral orgasms more. It doesn't mean anything is wrong with you, just that everyone's different.
Try and have a clitoral orgasm first for warm up. Or you can use a small clitoral toy while he is inside you. Always relax and not over think things. Orgasms come to those with more relaxed minds.
You could also get an orgasm from him going down on your beforehand. There's no pressure, just enjoy! Have fun!