No, we women don't need to feel any pain to masturbate. Not even for the first time. Because if a woman is informed, they will do the clitoral masturbation (now, they can combine vaginal one with it if they want to, but it's completely unnecessary as per me), and it is pure bliss. We don't even have to think about anyone or anything. It's just an amazing experience with no pain at all. That is why many women don't even like penetrative intercourse, it's unnecessary pain with no gain to many. And that is exactly why, many culture perform female genital mutilation on girls, because they know how a woman is self-dependent and often times more happy even in sexual pleasure by themselves, and they want women to have sex with men, that too, in society's terms, and simultaneously they want to reserve the "rights" of slut-shaming women, so that they can use and control women and hence the entire generation.