No I do not find it weird... simply because we learned to touch our private parts naturally as a young child... and it was not until we are told not to do that - that the shame part set in.

It took me twenty years to stop feeling guilty about masturbation... and now while I do it in private (as it is a private moment) I no longer have any shame or guilt attached to the action.

P.S. - I even have adult toys now to help with the pleasure it gives.