I'm sure it can start at pretty much any age, though from what I know it typically starts in your teens or early adulthood.

For me it actually started when I was 5 or 6 (young, I know), in very indirect ways ("accidentally" tripping in a gravel road, intentionally getting hit with things I could avoid just for the bruises, picking at mosquito bites or scabs to make them bleed...). That continued until I was around 12-13, then the actual cutting started when I was 15.