I would add that it's easier to feel that when there's a connection and chemistry with the provider you meet.
It could be normal to feel distant when meeting with your first provider, which might prevent you from connecting with the sensations in your body and enjoying the moment. It could be anxiety, stress, novelty, inexperience, etc. It happened once, and it's normal to not "perform" the first time you are with someone.
Giselle is correct on the second point, and although not wrong on the first point, the first point has little relevance here.
The best advice really can only come from gentlemen who have been in your shoes (sorry ladies, it is not possible for you to know or understand what we men go through) and
@Bunghole1 has given great perspective.
First time encounters can be tricky for the inexperienced, and following an experience as stated by OP, it is not likely he would want to see the same SP again as embarrassment is an over powering feeling.
So how does one build a "connection"? Real answer is you don't. There is, in most cases, only the perception of a connection, as your relationship will almost always be Client-SP only.
Building a comfort level towards an SP is achievable by starting with sessions that are non performative such as a simple massage with HE, or a session with just a BJ and cuddling, etc.
Book again with them on more sessions while building the activity level each time until you feel you are a superstar.