My first experience with my own sexuality was in freshman year of high school. I'm somewhat embarrassed to say that before then I had avoided any kind of sexual contact, even with myself. I didn't look down in the shower, I didn't let my hands anywhere near my groin, nothing. I wasn't some hopelessly sheltered child, I just felt awkward about the subject.
After years of denying myself, ignoring erections, etc., one night while I was in bed my hand accidentally brushed over my crotch. I could feel my penis through my underwear, and my first reaction was surprise at how big it was. I'm not bragging, it's just that having avoided the subject for so long I really had no idea what to expect. I also noticed that the touch felt good, so I decided that I would try touching myself again the next night.
When it came around, I just sort of stroked myself through my underwear. Nothing big, and I didn't ejaculate. This sort of thing continued for a few more nights before I finally tried masturbating without underwear.
I wasn't yet keen to the idea of skin-to-skin contact, so I used a few tissues over the tip (my 'technique' was pretty much to squeeze the head back and forth between the thumb and forefinger of each hand). I can't remember, but either that night or soon after was my first ejaculation.
This tradition continued for a while, including one near-miss instance where my penis broke through the tissue just as I ejaculated, and I did a fluke 'cum shot' that landed on my pillow about an inch from my head. I was a bit more careful after that.
Since then, I've made my way to comfortable bare-handed masturbation all along the length of my shaft (especially towards the bottom). Sometimes I masturbate three times a day, though I find that it isn't as satisfying when done with such frequency.