I think it depends on a lot of factors. You’re definitely not the only one. I know a few people who are like this. I think everyone has their own way of comforting people. And people also prefer different kinds of comfort. For example, I usually only need a company from a friend when I need comforting. Hugs would be great but company is good too. As for what you said to your friend about how you don’t know how to comfort, me personally, I’m the kind of person who really appreciate honesty. I’ve had a very close friend told me that once. It actually made me smile and laugh and warm all over inside. I know that despite not knowing what to do and having to face the awkwardness, she was there for me anyway and the effort is what really counts.
It’s absolutely okay not to know how to comfort someone :)