Do you have sexual feelings, and are just nervous about going through with it? Or does your anxiety stem from a lack of reciprocating sexual feelings towards anyone?
The two issues would need a different sort of handling. For the first, as the others have said, it may be a matter of trust or comfort, or how you feel. Maybe you have some feelings related to sexuality which you're repressing, maybe something scares you about it, without your consciously being aware of it. You may need to do some soul-searching, or even therapy, to figure out what those feelings are.
For the second situation, it may be that you're simply asexual. This basically means you don't feel sexual impulses at all. There are many people like this, and if you will come to identify as asexual, you shouldn't put pressure on yourself to have sex. You can try looking for like-minded people, or even asexual dating :)
Lastly, whichever one of these two situations you're in, you are NOT weird, there are many in the same boat, who worry over similar issues :)