Probably best not to expect to have an orgasm with another person for a while and practice on your own, instead.
I had my first O in a dream at age 14 or so, but I had no idea how to masterbate or that girls even could. One day in the bath, I accidentally squirted water down there and it felt great, so that's how I learned.
Everyone is different, though and you've got to get to know yourself.
As far as penetration not feeling good to you, I think you may need to give that time and learn how to make it feel good.
I "liked" intercourse my first time, but it got MUCH better later. And it varies from week to week or day to day. Sometimes I really don't feel all that much and sometimes I feel unbelievable pleasure, not from the O, but from penetration, in fact, when it's really good, it's much better than an O for me, plus it lasts a lot longer...I've never kept track of time, but I'd guess 30 minutes to an hour would be typical. For me, O's last about 10 seconds and they aren't always that great.
Don't worry. You'll figure it out.