Hi. Form description of your question you seems to be suffering from Performance Anxiety . It is common in males while first intercourse. If you are doing masturbation without any difficulty then any physical problem is very unlikely, your issue is completely psychological one. It can be managed well by doing sex in comfortable environment (When you have plenty of time and you are not in hurry) and with understanding partner. Breathing techniques and Suggesting your self with positive thoughts may be helpful to alleviate anxiety. Antianxiety drugs can be helpful if problem persist even after relaxation techniques. These medicines can be taken after consultation with qualified psychiatrist only.