Shy, I didn't start experimenting until a few years ago myself. I am 20 right now. I would say look over on the left side of the page and read the columns that Matt has provided for us. After you have read all of them, I would suggest going back through the Sex Questions forum posts and just looking at a few of them and see what other people have said. I hope that you are not doing this because your sister is ragging on you.
If you do decide to experiement I would give yourself plenty of time along in a secluded place.
I would suggest in some place that you are very comfortable at, one spot most people are comfortable is in their house and in their bed. Is there sometime when your family is expecting to not be around for a while?
The last thing I would suggest is to try and relax while you are masturbating, and also that it is not uncommon for girls to experience trouble having an orgasm if they are not fully relaxed and/or they are tense.
I hope you have success and enjoy your experiences

Good Lucks