[Ennui.]

There is NOTHING wrong with you. It is not right of him to continue pressuring you to have sex when you clearly said no, and you should be proud of yourself for not giving in to him. You definitely don't want to do something you'd regret later, because sex can be something really intimate and important to some people.
It sounds like he doesn't respect your boundaries or your wishes at all, and the situation could have gotten abusive quickly. He doesn't sound like the type of guy you deserve to be with at all. You deserve to be with someone who respects it when you say that you're not ready to have sex, who respects your boundaries, who treats you kindly and fairly and doesn't pressure you to do anything you don't want to do, whether that's sex or something else.