Personally I think it's ridiculous she told you that you need therapy. I think a LOT of women or girls in your situation would feel the way you do. Whether or not you need therapy is something only YOU can decide!

The first time I had a gyno exam I had used tampons and touched myself but had not had a sexual partner. It was weird.

I think your reaction to the doctor totally makes sense. However, you might try touching yourself to get to know your body. It might make you feel better about your body.