A few things. First, as /u/TistDaniel said, practice. You may have heard the spiel, however hypnosis is generally said to use trance, which is a natural state, and hypnotic trance is just a formal use or creation of said naturalistic state. I would encourage practicing both with your boyfriend, and with yourself. Self-hypnosis is a great tool.
Second...have fun! Go into it being curious about it and finding out what is possible.
Third, focus on what you ARE good at. A few things that kind of stand out from your post:
I sometimes randomly wake up (for no specifiable reason),
That's fine. On one hand, it's an opportunity for fractionation. Each time you "wake up" you can go deeper the next time.
I sometimes have trouble following certain suggestions, and am never able to experience physical sensations due to hypnosis (orgasms are much too far of a reach, I can't feel simpler things like a sensation on a specific part of my body).
Again, focus on what you CAN do. Erotic hypnosis is kind of its own thing, however playing with the representational systems (visual, auditory, kinesthetic, olfactory, gustatory, mainly the VAK) should help you get somewhere.
In more general terms, it sounds like he is going straight for the physical sensations. That is one strategy. Let's consider that has not worked for you. Great! Do something else. How about if you imagined something. We'll keep this G-rated, so imagine a vacation at the beach. I will guess here, however let's say you may not immediately be able to feel the heat of the sun or the mist of the ocean crashing against the shore, the texture of the sand, or whatever. That is not a failure. That is just (hypothetically) not playing to your strengths. However, you may be more visual, so you could perhaps tell me the color of the sky, if there are clouds, if you see people in this image or not, etc. Or perhaps you may be more auditory, in which case you may find it better to let the relaxing sounds of the waves, or even being on the beach and noticing your internal thoughts, listening to the sounds around you, or the sound of your breathing.
For erotic/orgasm stuff, similar principles are at play. If suggesting you experience certain physical sensations does not work, perhaps having you imagine something really erotic to you and having you describe it would give him something more productive to work with. It could be some picture or movie in your head, a certain person(s), what do you see them doing, what are they telling you, etc., etc. He could build that up in your mind, get you more immersed, and THEN notice how that makes you feel.
Point being, if we know that "trance" is something you do naturally (we all do), and we go in and out of trances, nothing you have said sounds all that out of the ordinary. And you are doing nothing wrong. If he is hypnotizing you, it is his responsibility to find out what works for you and over time you will get better at it.
So to get better, practice self-hypnosis, and have fun! The Betty Erickson Special is a pretty tried-and-true method. I like that for you because it will help you become aware of your thoughts and the sensations in your body, and strengthen your ability to note your senses. As well as being better at going into trance. Here's a video of Jess Marion and Shawn Carson demoing it: https://www.youtube.com/watch?v=SDLjIKtKJCk&t=7s
For book recommendations, I will sound like a broken record. For erotic hypnosis, I highly recommend <i>Mind Play</i> by Mark Wiseman. It is a good book for normal hypnosis as well, however it will go over picking out your primary representational system and how to use it. There are also some great inductions and deepeners to play with. I got it because I was recommended to get it for the non-erotic stuff. https://www.amazon.com/Mind-Play-Mark-Wiseman-ebook/dp/B00DTIVTDM/ref=la_B00N6X3LJU_1_1?s=books&ie=UTF8&qid=1492436040&sr=1-1
Second, the similarly titled <i>Mind Games</i> by Robert Masters and Jean Houston. You can pick it up used for less than $4. It is a series of games teaching users how to go into trance, make personal changes, and get good at going into altered states. https://www.abebooks.com/servlet/SearchResults?sts=t&an=masters&tn=mind+games&kn=&isbn=
I know that was a bit long, however I hope that helps.