Some Help Would be Awesome!!!

Ok, here's the thing.

Me and my now fiancé have been having sex for almost a year now. Coming from a strict Mormon household I had to figure out everything about sex on my own. I felt really stupid when the topic of masturbation came up, I was 17 and didn't know that girls masturbating was just as normal as guys (I know, really really sad). So I thought one night to give it a try...

Nothing, I seriously get no pleasure from it whatsoever. When he does it, it feels amazing but my hand gets me nothing.

What on earth am I doing wrong? It feels really dumb that I can't get pleasure without him.

Any advice?