I started dating this guy a month ago and I like him and he likes me too. However he is too sexual and I am not. I like having sex with him but not always, sometimes I want to snuggle and fall asleep. And that makes him mad sometimes. Am I being stupid or silly?

Sounds like he doesn't care about your feelings. Tell him how it is or he can find someone else.

One month is too soon to be having sex.

After only one month you're having sex but you have found you are not compatible sexually, leave him alone. Especially if he gets mad because you don't want to have sex all the time. Tell him to deal with it or find someone else.