I don't remember a whole lot about the first time I shot a load, but I have a full visual memory of the first time I orgasmed.
I used to put my penis around my leg and just rub it, kinda into the leg. I did this in the bathtub and found that when I did it long enough my penis would get this great-feeling itch and then start twitching uncontrollably, and it felt great. I don't think I knew what jerking off was, just "knew" that touching oneself was very, very wrong, per church, Catholic school and parents - so I did it in the tub by myself.
All of a sudden, when I was 14 or 15 (a little late, I guess) a white substance came shooting out and the damn thing felt better than ever. By then I had seen porn and started using my fisted hand like the "stars".