I enjoy all the stories about how people learn to masturbate, and see a lot of similarities to how I did and how I did it during my impressionable and learning years. Here is my experience.
Unlike some who seem to be able to pinpoint when they first masturbated, I can't do that. All I know is that I was doing it from a very early age; so early that I can't remember how I started or when. It was just something I enjoyed from as long as I remember.
As a child I slept only with a nightshirt -- a long t-shirt type thing that came down to my knees. My mother didn't believe in wearing constricting nightclothes, thankfully, so I wore nothing under the nightshirt. After a day of tight underwear and pants, it felt so nice to be free and flopping around.
When I got into bed, I'd pull my nightshirt up and lay on my side with my pillow between my legs. I'd gently rock back and forth, stimulating my penis, which got hard. It was a warm and comforting feeling, and I'd doze off feeling happy and safe. Again I don't remember when I discovered the ultimate pleasure that came if I kept that up, but I'm sure it was by the time I reached second grade. I'd push a little harder, clamp my legs around the pillow, and press against it. I'd also reach my arms down and hug the pillow into me to put more pressure on my penis. I didn't hump it like I hear many other people describe -- it was more of a rhythmic pressing. One thing I'd do was to make a kind of fold in the outside of the pillow, and place my penis on that fold so the edge hit the area of my frenulum, which intensified the stimulation. I'd just press like that and I would feel better and better, until I orgasmed, and the waves of pleasure washed over me like waves on a beach. I'd keep pressing as the feelings died down, and usually fall asleep with the warm afterglow of orgasm.
I was so gentle doing that that I could do it with friends sleeping over in the same bed. I'm sure no one ever realized what I was doing, or even that I was doing anything at all. It was strangely exciting doing it with someone else laying right next to me, and I remember wondering if other boys did what I did. I never found out until I was about 13 when I woke up to find a friend masturbating in my bed, but he was doing it with his hand, which was a new concept to me. The benefit of that method became clear not long after that when I first started shooting semen while masturbating, and my longtime pillow technique started getting messy. I started using my hand a lot, and masturbated with several of my friends while camping and during sleepovers, but I still liked my pillow the best, even though I had to clean up the mess afterwards.