Is it wrong to have a relation with a lesbian?

Absolutly not, whether you're a male or female. Being gay is ABSOLUTLY not immoral, just not completely natural,, as procreation is an impossible feat. This is where many cultures and religions root the "immorality" in homosexuality. And if you're timid or anything, just remember that's its just another relationship. If you feel unsure and insecure about it, talk about it with said partner, just make sure to reinforce that is isn't them, and that you're just feeling strange about it. They should understand and help you with these feelings of insecurity. And most importantly, remember, its whats on the inside that counts