Lets say he isn't the first guy in your love life and he knows it. He thinks he has to be better than the last guy and he feels pressured to prove himself to you so that you will think he is the best lover you've ever had. In all truth no two lovers are the same, some men take their time with women, others just rush in to please themselves so in your case all you can do is tell him that wow, that was good, don't say he's the best as he will feel like you aren't telling him the truth and he will have more anixety trying to prove to you that he is indeed your best lover.
Pressure either internally or externally (put on by society at large.) A man's masculinity is often judged superficially by his muscles, his looks, his walk, the size of his genitals, and his prowess at attracting and mating with women. Because he has been taught that not meeting these demands makes him less of a man, his self-image becomes tied to these characteristics and even though some are completely out of his control, he is expected to meet the 'mark.' Performance anxiety occurs to everyone on anything that is important to them; here it applies to the sexual identity a man has accepted as his.