You are not alone!
There are many women who come in and admit that they are not sure that they have ever even had an orgasm. There is no OB/GYN out there that will make you feel uncomfortable about this. If they do...then find someone else. However, not all OB/GYNs feel comfortable discussing this.
I can tell you that if you can't have an orgasm by doing it to yourself, it will be difficult for anyone else to give you one.
Working with a Sex Therapist or Medical Intimacy Counselor would be the next step.