It is considered a normal part of a person's sexuality. Many people masturbate, both men and women.
Children often stroke their genitals to soothe themselves as they go to sleep.
This is a non-sexual form of masturbation. Puberty is the time that many boys start to masturbate. Usually girls start later, when they are well into their teen years. It is normal not to masturbate, too. Some people have religious training that tells them masturbation is wrong.