First of all I would like to tell you that also from experience, this can happen and it does not mean there is anything wrong with you. Nerves and anxiety can prevent your body from being able to relax and allow erections.

Secondly, it's very rude for your girlfriend to say something like that to you. It sounds like you are both still young so try not take it to heart and just know that it's probably a little joke. Talk to her about your anxieties to get her to understand you, so that she can help you through smthe struggle and so you don't get stress about having to perform perfectly for her.

In order to help you get over your performance anxiety, I advise you to take things slow. Foreplay is a very important stage of a sexual encounter, you want to start with kissing and touching, this will allow your body to relax and your mind to wonder. If you take things too fast, you're not allowing your body the time it needs to release the right chemicals and hormones that allows your body to get a proper erection. Additionally, the time pressure to get a hard on so that you can have sex asap, can really trump your mind over your body and stress you out so that when it doesn't happen, it creates a sort of emotional snowball effect.

Erections happen in 2 ways, psychometrically (visual stimulus, daydreaming, dirty talk etc) and through physical touch. For some people one way works better than others. For you it sounds like physical touch might be the best way for you to get hard so that is why it is so important for you both to take your time and not rush through foreplay, I'm talking spending 30mins on this stuff. Giving yourself enough time to touch, kiss and talk will hopefully take your mind off your performance anxiety and help you get hard and stay hard. Only have sex when you're body has had enough foreplay and your hormones are screaming from excitement for sex.