Question:I want to know if it is wrong for a Christian girl to enter into a relationship at 19 years of age without having sex.
Much depends on your definition of "relationship" and "sex." These days these words are so loosely defined that just about anything goes.
If you talking about dating a single man seriously enough to consider the possibility of marrying him, there is nothing with the idea. Depending on the country you live in and your society's standards, you may be allowed to marry or be required to wait until a future date.
In any relationship, don't rush into anything without serious thought. As the Shulamith recommended, "I charge you, O daughters of Jerusalem, by the gazelles or by the does of the field, do not stir up nor awaken love until it pleases" (Song of Solomon 2:7). By this she is saying keep things in their proper place and proper order. Don't think you can make a man "love" you by offering him sexual favors. Love comes first, and by this I mean love as defined in I Corinthians 13:4-8 -- love is not sexual excitement. Then comes a commitment. Then marriage. Then there is a foundation for sexual relations to take place.
Along with that you want to limit your dating to only men whom you can seriously consider for marriage. Don't date a man who says he is leaving his wife. Don't date a man who left his wife for another woman, but then got dump by his mistress. Find a good, solid Christian man who is committed to the Lord first.