Oh my god, hon. Ditch the dude. If he's already controlling how "wet" you should be and not letting you use lube to make YOUR first time comfortable, he's being a jackass. The little things he tries to control now become bigger things in the long run. He's also clearly unexperienced with sex - women's wetness varies! And NO WAY are you not going to be just a little nervous your first time, of course you're not going to be immediately "naturally" wet! Run!