A picture tells a thousand words. For starters, the pot MUST have drainage. Secondly, if you bought the plant from a shop it might well have been growing in a greenhouse and not be hardened off to outdoors. Thirdly, where are you located? What is the weather like where you are? There are so many variables. We need as much information as possible, staring with a photo.

I live in the Netherlands. It rains a lot but last weeks were sunny and no rain. The pot is in my room and my room is always really warm.

Do you have access to any outdoor space? If you do that is where your lavender would be happiest, except for the winter. (You have bought a variety of Lavender which is not hardy outdoors in N Europe over the winter.) Indoors in a warm room in a pot with no drainage is just about the worst environment for this plant. I would repot it and take great care over watering it in future. If at all possible harden it off and let it spend the spring summer and early autumn outside. The rain is not a problem provided the plant is in a fast draining soil in a container with holes.