If you don’t think you’ve ever had an orgasm then I’d say you are right — and this is called primary anorgasmia.
Ten to 15 percent of women have never had an orgasm. The causes for this range from feeling sexually inhibited so that you are unable to really explore what is most exciting for you and subsequently can’t tell your partner what would work either, to having suffered from some sexual trauma earlier in life making you afraid of being sexual, to the use of a medication (like antidepressants) or too much alcohol which can make having an orgasm more difficult.