Most children play with their sex organs from early life on. Even before we are born, inside the womb, we can hold and suck our penis or vagina. Babies have been observed to get all hot and sexy and have orgasms.
In the sex games we play during childhood we experience vague or confused feelings of lust and fear. We like to play the games but we also play them in secret, because we feel that sex is naughty or bad.
In playing with ourselves, which we usually do in private, we strive towards an orgasm, which is the deepest and strongest feeling of pleasure we can have. Some people give themselves orgasms from when they are three or four years old, others do not start until they are twelve or thirteen or even older. Most people go on playing with themselves in private until a very old age, whatever their education, profession, beliefs, race or sex.
There are many ways in which people play with themselves. It is impossible to describe them all. In general we can say that we develop more fantasies as we grow up. Many people use stimulating pictures or stories to get turned on. There is a considerable market for pornography, both in print or digital form. But people invent all kinds of ways and means themselves too. Some of these are risky or dangerous, such as putting the penis into vacuum cleaner hose, against rotating machinery or into a narrow-necked bottle. Girls can harm themselves by sticking pins or other sharp objects into their vagina, urethra or anus. Quite a few people enjoy a certain amount of pain, some go so far as to almost hang themselves, or suffocate by placing a plastic bag over their heads while masturbating (see Injury prevention).
On the whole, however, most people enjoy masturbation, some more often than others, even when they have a sexual partner. It is a different, more private, experience to do it by yourself. Also masturbation is helpful in discovering how to make love to someone else, to feel free to ask what they like or if you are doing it gently enough. Much sexual dissatisfaction in couples comes from clumsiness and embarrassment or even shame and guilt, jealousy and anger about being a sexually active person. But everybody is sexually active, from before birth until death. If you can understand this, you will look at people with more understanding because they are so much more like yourself than you thought.