Desiring sexual intimacy or sex within itself isn't wrong. It's the way our bodies were created. Sex within itself is a God-given gift, but even though our sexual desires can be there, it shouldn't be our main focus when we are single and not married.
Desiring sex can lead you to rush into a relationship and make unwise decisions. It can even lead you to sin if you're not careful to guard your heart and surrender those desires to God.
God is your father. You can speak to Him openly about anything. You can express these desires and trust that at the right time, if it is His will, then you'll get to experience this gift. As a little kid, you could desire to have your car one day and drive through the streets, but no matter how much you wanted a car as a child, you wouldn't be getting in many years to come. Looking at cars and wanting one would make you feel impatient and not appreciate your blissful youth if you are not careful.
You'll have to wait till you're of age (in some countries 16 and others 18) to drive and then get your license, pass your test, and then buy a car. Similarly, to experience sexual intimacy, there are certain boundaries in place, such as marriage, which is the only legal ground for it. You'll have to be patient to grow in your own walk with God, meet someone who is growing in theirs, start a relationship, get engaged, and get married the right way in order to experience it.
-etty