Lots of other people have given the same advice, but I had to chip in as this is something that's affected me personally. I've recently managed to re-teach myself to orgasm after not being able to for many years, and to be honest I had had maybe a couple of deliberate orgasms before that.
I knew that the problem for me was in my head, as sometimes I have them while dreaming.
The problem I was having was that I was wanting it so badly, being so turned on but not being able to get what I wanted, and it was making me so frustrated. Every time I got turned on and tried to masturbate I was just so focussed on "making it happen" and it never would. I've bought all sorts of toys that are meant to work wonders and none of them did (vibes don't do a thing for me - glass dildos seem to be what does it for me, and orgasming with these has helped me to learn to start doing it with other things as well), which only served to make me feel even worse.
What did it for me was this:
Don't reach for it.
By going in focussing purely on making an orgasm happen and being frustrated that you haven't gotten there yet, you will miss out on the nice stuff that is actually happening right now. Forget about the orgasm. Instead, be mindful of "ooh, that feels interesting". It doesn't matter that it's not an orgasm, it feels nice, and nice is good. You deserve to feel the niceness, instead of the frustration. There's time for an orgasm some other time, right now enjoy a little nice.
And you'll get better at making niceness happen, and you'll like it and have more of it. And forget about the stupid orgasm, because right now this feels great. And then during one evening (or day if that's your time) you will eventually be surprised that something unexpected happens amid all the niceness, and lo and behold you've had a surprise orgasm.
It might only be tiny, and you'll wonder if it even happened. But it did, and that means you can. And that in itself is a huge boost. You're not broken. You're just too wound up hunting for this fabled beast that apparently everyone else can have at the drop of a hat (but really a lot of them are also having your problem).
And now that you know you can, carry on having niceness. Don't reach for the orgasm. Enjoy what's happening now, and eventually the orgasm will find you.
I wish you the very best of luck. It will happen.