Is there something wrong here?

Yeah so my boyfriend asked me to have with him. I really want to but everytime we get in the moment I don't know what happens. I start get all weird, and can't do it. I mean I started to laugh kind of and got all embarred. I tried again and I just got like extremely embarred. He is like my best friend, and it is kind of weird. I love him and he loves me, but I really want to but how do I over come this. It is bad, I mean I just blush really bad, and then kind of start felling bad about it. he is not pushing me and says that we can wait for as long as I want to or need to but how do I get through this to do what I want to do? I trust him and love him, and I just want to do this for him. But every time I get really embarred, like to the point I can't look at him while his clothes are off. I know this sound immature but I am really serious, and I feel bad about it. My dad is with me on it, he supports me wanting to have , so why can't I? Is there something wrong with me? I