Hey mcgaven.
This can happen and does not have to be a problem. Maybe you were just nervous because it was your first time. Maybe something else was troubling you on your mind. Mental stress can prevent orgasms very easily. Maybe it wasn't long enough for you or your partner technique wasn't suited for your needs. Since you were both virgins i guess both of you don't know yet what the other likes most or what gets the other going.

I think this might be normal for your first time. But it can be lots of things. I had a friend with this problem, and he figured out finally that he was so accustomed to intensely aggressive masturbation, that the softer stimulation of sex was not enough to get him off. He stopped (yeah... just flat Stopped) masturbating for about 2 weeks, and was able to cum during sex. After that, he was more gentle in masturbation. But there are lots of other possibilities, like too nervous, too soon after masturbating, the condom might be too tight or too loose... many possibilities