To be honest, something needs to be clarified here, in the end you say this was a "first relationship" but nothing in what you'd said so far indicates there was anything serious going on meaning reason for this guy to feel he was exclusive with you. Unless that part has been left out. If there was some agreement and you were going out with him not just friends, then yes there can be a problem with the other person giving as much attention to others of the opposite sex. Otherwise I see no reason for him to think there was anything wrong with it.

We can talk about whether you were just insecure or not til the cows come home but first, I think you already know this. Second is that you had your reasons for that insecurity. Especially if you were quite fond of this person and assuming you didn't voice this to him and it wasn't known to him, that would feed your insecurity too. there are a lot of things going on here that were fundamental reasons for being insecure and I don't think you should beat yourself up about it at all.

The problem with the girl friend that looked at you as if confused was it seems to me she wasn't really trying to understand your view or empathize at all. she didn't try to respect or see your perspective but just wrote off your feelings as if they were invalid. I am sure that did nothing to help with your insecurities in the first place.