I started masturbating when I was about 11 and I would just touch myself but I never really felt anything till I was about 13 I did something different and I had about a 15 second rush through my body (an orgasm) now Im 17 and I finally figured out how to get a good feeling and a good orgasm when I masturbate. Honestly it takes time and practice to find out how to masturbate and how to find out what makes you feel good. You'll find out eventually.
Also I can only have an orgasm when I rub my clitoris. I've never had an orgasm by having fingered myself or inserting anything in me. I didn't even know where my clit was till about this year, I just knew that rubbing that one spot felt really good when I did it right. I mentioned this because maybe you are the same or different, you just have to experiment with yourself
So to answer to questions in a less descriptive way
1) Yes it's very normal for preteens to masturbate, many of my friends started around the age of 11 or 12
2) An orgasm is this sensational feeling you feel in your body, like an adrenaline rush, that you get when you masturbate for a certain amount of time
3) Maybe its because you're not masturbating long enough, I don't know. If you at least get some kind of tingling feeling then you're on the right track though.