Masturbating For a Noob? Guideline please?

I'm a virgin, and I plan on having sex sometime. But the fact is... I'm kinda scared about if it will hurt, or if it's even worth it. So I heard masterbating helps ease people into it. I've tried, but it just isn't pleasurable... humping feels better, so I know I'm doing something wrong somehow. Actual penetration basically just feels like sticking a tampon in. I don't understand orgasms either, so if someone could also explain what it's like and/or how to have one...? I tried looking this up, but all I could find was stuff for experienced people with good sex drive and super kinky things. I'm not exactly innocent, but when it comes to dealing with my own body I feel like some sort of lost teen. So of someone could kindly explain it? (What, how, where, when etc...)