Pleasure?

I've never really masturbated? I don't see how someone can really get into it. I've tried and when I do I am just... I don't know. I much rather just have sex. My boyfriend just told me it upsets him that I don't masturbate when I'm away from him. He knows I get horny when I think about him but he just thinks it's "insulting" I don't play with myself. Anyone have any advice for me? Cause I can masturbate but if I do, I want it to be exciting and not just... Bleh. Like I'm waiting for something else to happen.