I remember my first orgasm was when I was still in diapers and couldn't speak yet. It's one of my earliest memories. I was 3. I was with a babysitter and was rubbing against one of those large plastic tricycles which I found felt good and which I think to relieve stress. I remember the feeling at the end (which I carried through) shocked and surprised me, and I remember distinctly thinking it was God's punishment to me as a form of death because I felt immediate guilt and as if I had died more. I had enjoyed it all the way up until the final outcome. From that point on (almost a daily basis), I worked to prolong the sexual pleasure so that the orgasm would come only at the very last possible moment when it was unavoidable (like, I would work myself up fantasy-wise and then stop to keep it from happening, going only again when I was sure I could keep going and not.).
I had just wanted to see what would happen if I carried it through to completion.
I finally admitted it in tears to my brother when I was 8 that I had wanted to do it again and did on a regular basis, and what had spurred the discussion was the fact that I was baptized and wanted it to wash it away but was afraid I couldn't stop. It was always in secret as as soon as I had recognized it at the age of 3, I knew immediately that it was taboo and anathema to society. And I still masturbate. I really don't want to though, I'm still somewhat ashamed and confused about it to this day (I grew up in a very religious household. Just knowing whether it's a good, healthy or bad (against God) thing because there's a lot of different logic on different sides for or against it, sounds so silly in some ways because you think I would know by now), and I'm 24. To this day I can orgasm without even touching myself, and just by crossing my legs, w/ fantasy of course, so if I want to in public I can and no one would ever really know. I'm just good I guess. ;)
I thought this was a good question because understanding one's own sexuality when no one else is talking about theirs might help one to know what is normal and that perhaps other people have experienced something similar too.