Masturbating at a young age is normal. Also, shaking the penis to masturbate if fine, as long as you aren't shaking it so hard that it hurts or you're injuring something. ALso, fingering the vagina is also fine.
When you said you masturbate early, do you mean you ejaculate early, or you started masturbating at a young age? Anyway, masturbation is normal on both genders. Masturbation should be pleasurable and should not hurt. If you start hurting then you're doing something wrong. If you are a girl and trying to masturbate by fingering your vagina, try using some lubricant (KY or so, which you can find in the supermarket) so that it doesnt get sore or painful during insertion. If you are a guy, you can either use lotion or lube to make your masturbation more pleasurable. If you tend to ejaculate early, try doing slow up and down motions, circling your fingers on the underside, to the tip.. just dont rush on the up and down motion.. Hope that helps..