Sounds like he's having second thoughts.
My boyfriend and I had sex for the first time on his birthday. It was good, but we didn't orgasm and we used protection. After it he was fine, but the next day he was being all weird and distant from me. What's up?
Some people think they're ready for sex, but after they do it they find out they're wrong.
You need to ask him how he's feeling about the experience. He's obviously got something bothering him. He might think he's inadequate because neither of you reached orgasm. He might be feeling guilty because he might have been brought up to believe in abstinence till marriage. He might wonder if you're really in love with him, or that you at least care at all. He might be worried about the consequences if you got pregnant. Or it could be something totally different from anything I'm suggesting.
Whatever the case, you both need to have a serious talk. Determine whether sex is something you really want to continue having. Discuss what your expectations were for your first time together. Coax out his reasons for acting so weird. Encourage him with affection, make him know that you still care.
You might want to read these for some perspective. Even better if you read them with your boyfriend.