Yes, it is normal for people not to have an orgasm.
There is a small amount of people who have never been able to have an orgasm.
Most people can have an orgasm it just takes a bit of exploration to find out where and what type of touch works for you. Everyone is different.
Unfortunately there is a lot of shame and guilt around sex and masturbation in our society but masturbation is a great way to learn what feels good for you.
It also depends on your expectations as well. I am not sure what your gender is or what genitals you have but as an example most women who have vaginal sex do not have an orgasm from the sensation of just having vaginal sex. You wouldn’t think so as most movies and books show woman having orgasms when having vaginal sex. Many women require longer stimulation or stimulation of the clitoris at the same time to have an orgasm.
Have a look at our section on pleasure for more information.
Hope that answers your question. If not, please submit another one.