Well, I think 15 is very, very young, and I would advise you wait on the whole, but ultimately, it is your decision.
On that note, it IS your decision. Do not allow him to pressure you into things. You should be ready and completely willing before committing to this. I'd also tell you that if he threatens to leave you or shows signs of "boredom" due to lack of sex, especially at your age, he's not who you want to share that moment with, and I'd advise you kick him to the curb, honestly.

If he cares, he'll wait until you're ready, and he'll respect your decision to wait until you are ready.
Also, Krisakira is right. The "pull out" method is about as effective as a wet match in a dark cave.

A significant portion of sperm is released prior to orgasm in preejaculate. I actually read once that more is released then than in the actual "Big O" (in sheer sperm count), but I don't want to throw "Well I once read..." conjecture at you without at least a link. Please be safe.
I hope I was of some help, and I hope I didn't sound like a sex ed class lecture.

I just don't want to see someone as young as you hurt or make a mistake you'll come to regret, is all.

Just be safe, stay level headed, and don't be pressured into this, by anyone, ever.

This is your decision.