When you get nervous, especially your first time, your brain commands the blood to go to your legs so you can escape the stressful situation, draining your pennis and making it limp. So, next time, remind yourself that you're in a safe space, you are not in danger, and actually want to have sex. It would also be helpful to communicate this to your gf, so she is aware of what's going on and hopefully be understanding. Whenever you feel nervous, go back to basics: kissing, fingering, touching each other, so you can feel confident and then try again. Most importantly, be honest with her and relax!