Since erections are sensitive to anxiety, it sounds like you're in a negative loop that causes more self-consciousness and probably more of the same problem. I assume your concern has been that if she doesn't have an orgasm from penetrative sex, she might not get one? You two might try playing with a "toy" to give her an orgasm before penetration. Foreplay, then use of a "toy" for her to reach orgasm, then penetration. Women can have one orgasm after another, and usually her next one arrives much faster than the first one, so she would be able to keep up with you after penetration even if you climaxed in only one minute. (The toy is also available after the man climaxes.) This probably wouldn't be something you'd do forever, it would just be one way to have sex, and after it connects for you emotionally that sex is playful and two people (not just you) are responsible for two people's orgasms, you'll probably also be able to relax and it will ease the pressure. It's really not up to the big, strong, macho man to give his waiting woman a giant orgasm, it's up to the couple to have fun in bed and to mutually figure out how that works for them. Good luck to you!
So the good news is that if your partner knows you're new to this whole thing, she knows that you're going to improve, and doesn't expect you to have it all worked out right away.
When you're first having sex, as a male, you don't typically last as long as you might later. That's okay. You're good on the foreplay, and it sounds like you're open to experimenting, and that's a big thing for women.
If your partner is female, a lot of women don't orgasm from penis in vagina penetration alone - as much as 80% of women, so the foreplay is important. Talk to your partner to see what she prefers - we are all really different.
If your partner is another male, or identifies as something else, still talk - communication is always important.
What is scaring you so much about the penetration part? If it's hurting your partner, talk to them. If it's lasting a certain amount of time, that will come with more experience probably.
So relax, give yourself a lot of grace, and communicate with your partner. Most everyone is nervous at first. :)