As has been said, it's not for you to fix. By all means express sympathy, but this is basically a combination of immaturity (not realising that it actually makes no difference at all whether he was your first or not) and sexism (this notion that you're 'his' girl, as if being with another man has ruined you in some way or made you less pure than he would like, standards which he no doubt won't apply to himself). I'm not saying he is either sexist or a misogynist, but that's the source of the frustration that someone else slept with you. Double standards, essentially.
There are no doubt things you can say that may help. Highlight that you have chosen not to be with the other guy, and that you have actively chosen to be with him. You're both very young, and you have a lot of growing up to do together. If you stay together for any length of time that experience will absolutely be significantly more important than your first relationship. That sort of thing can perhaps help to give him some perspective, but then again if he gets angry when it's even brought up, perhaps not. You can certainly try to help, but on a basic level he just needs to grow up, which in and of itself may be difficult because he's a male teenager, and by definition is therefore not only less mature than you are likely to be, but quite immature in general.