Curiosity is killing me...

So, I'm only 15 years old and still a virgin and I would like it to stay that way, but a have like a lot of questions about masturbation and stuff, I've been "playing"with myself for a long time and I find it pleasant but I feel like it's not enough and I'd like to have a real orgasm, could anyone clear things up for me? Also, does it really hurt the first time you have sex?