Masturbation is the act of pleasing yourself sexually on your own. For males, masturbation is the act of manually stimulating the penis to produce pleasure. For females, masturbation consists of rubbing the genital area and/or stimulating the clitoris.
Masturbation and pleasing oneself is completely normal for all people. There are many false myths that masturbation can cause health problems but these claims don't hold up under scientific investigation. As long as it is not interfering with your life and it is done in private, masturbation is a healthy expression of one's sexuality.
Part of the enjoyment of masturbation is exploring your body and finding out what feels pleasurable to you. Also by knowing your body you will be better able to communicate to your partner what you find sexually enjoyable.
For more information on masturbation click on TeenHealthFX's response to "What Is Masturbation?".