Anticipating for a disappointment...young and naive?

I've watched the movies, my friends with their significant other, that thing you need to make everything seem to "click," the refined chemistry between two people, or is it? When you think the signs are all clear, that there may be a possiblity of a furthered friendship? You see, I met a pretty dope person that I was weireded out by, due the similarities we had. It seemed as if he were making all the first moves, I wasn't necessarily playing hard to get, it would just take a while for me to get comfortable and I'd get shy when it comes to these things. Okay, I admit that I got a little bit of erflies in my stomach by the little flirtacious things he did. Call me naive and young, but I believed there was some attraction behind it? The night ends and my cousin tells me her observations. It just made me all giddy. Another chance to hang out with him, I'm wondering/hoping he would end up asking for my number. We started exchanging stories about our backgrounds. Continued our socializing throughout the night, I even caught him staring for a bit and caught myself as well. As the night approached an end, he hugs my visiting cousin and her boyfriend a "goodbye, I'm probably never going to see you again" then hugs me last, "um yeah I'm probably never going to see you again either."(I only lived 15 mins away from him, and I'm pretty sure he knows that) Was that my cue to say something? Or was it just a disappointment? It was like a touchdown that didn't even count. I didn't get it, why did he say that? Is he some insensitive flirtacious jerk that simply led me on? How can someone who was confident, be shy? I feel so vulnerable and unexperienced. I don't know why I was so upset, I only knew him for 2 nights. When I think of it, should I have made the first move?