Look, a therapist can probably help you better, but the problem basically comes down to this: what is sex for you?
Sex is not in and of itself happiness. If you’re like most people, it is a physical sensation and an emotional experience. So look at ways you can get those things in other ways.
The physical sensation is the easy part. There is masturbation, hookers, etc. Any physical thing you want to experience is available through other means.
So what do you get emotionally from sex? Well, you say you’ve never had a girlfriend, so it sounds like love or intimacy is not what you’re missing. At a guess, I’d say that leaves the sense of conquest or achievement; you were actually able to get a girl/woman/goat/squid to agree that you were desirable to the point of being willing to engage in sexual act(s) with you. So now you need to look at ways of creating that feeling.
For starters, most people don’t find it that hard to find someone, anyone just to have sex with. But you do have to exert yourself a bit to do it. You have to show up, and you have to make yourself attractive/interesting/amusing enough in some way that someone will be willing to go for it. But it’s not likely to just spontaneously show up at your door.
But that’s not essential. There are other ways of getting that ego boost. Unfortunately, they all have one thing in common; you actually have to achieve something to feel that you’ve achieved something. That generally means putting in some effort. That’s the difference between being a child and being an adult. These days, children are being given prizes and rewards for the simple fact of existing. It may do great things for their self-esteem as children (although I don’t really see how), but it’s not how the adult world works. In the adult world, adults choose things to put effort into, and are rewarded by the satisfaction of seeing their work take form. Sometimes, but not always, they are also rewarded by the high opinion of other people.
In short, if you want to feel good about yourself, figure out something, anything, you can do and go out and do it well enough to feel good about it.
Sex is just a thing among other things. If doing whatever it takes to get sex is more trouble to you than it’s worth, pick something else.