I think my girlfriend thinks I lost my virginity when I've really never kissed a girl.
Is your girlfriend your first relationship?
I have never been with a girl before.
It is okay to feel shy about sharing information about yourself but it is not good to lie to your partner. They will feel deceived if they find out the truth and it could mean the end of your relationship.
Do I need to tell her that now?
If you want to build trust with your gf you should be honest about these kind of things. It's good to tell her about it as soon as possible instead of keeping her in dark.