Have you gotten yourself off before using just internal stimulation? Have you been able to make yourself orgasm before?

A lot of sex is mental. First times aren't known to be great because you can't relax and get into the moment and get to the point where your body would be capable of a lot of pleasure. Just like anything, it gets better with practice.

You need to learn your body. Internally speaking, the "g spot" is where most women feel the most pleasure from piv. This spot is hit by entering at an angle so instead of going straight in deep, you're aiming for the "front" internal wall. Various positions can also incorporate grinding/rubbing of the clit (missionary and cowgirl are common). Being on top can help you learn what motions you like.

Generally speaking, women take somewhere around 5x as long to go from nothing to orgasming than men, so fingering, oral, dryhumping, and general foreplay are very important for your pleasure.

Lube can prevent next day soreness/help you go longer (if you want to).