Is there something wrong with me?

So the other night me and a guy were fooling around and basically he was rubbing my cl*t and while I did feel some pleasure, and it felt like it was building up but I could never actually climax. And he gave it a few tries. Although this was the first time I've had a guy do this (and I am a virgin), on my own I'm always able to. I did feel really nervous and stuff and now I just feel really embarrassed about and I'm just wondering, is this normal? Please reply, I'm really confused :(