Seriously, don't feel embarrassed about gasping at all, noises are a turn on for us.
Guys like to be the dominant one, so I'm sure he's not bothered about you not being "confident". Anyways, I like when my girl rests her hand on my inner thigh. Or tracing her fingers down my chest or around my waist. It's just about multitasking and being teasing and tantalizing. Oh, and anything to do with behind the ear as well.