So, there are a few things I want to mention here. One is that intercourse is often
not the most pleasurable or enjoyable form of sex for quite a few people who are the receptive partner; plenty of people do enjoy it, but plenty don't, or aren't super excited about it, or only enjoy it when very specific conditions are met. You can find out more about that here:
Yield for Pleasure & here:
From OW! to WOW! Demystifying Painful Intercourse So, if in your own masturbation, you don't enjoy the feeling of inserting something in you, it may be because that just isn't a sensation you're particularly into, or you aren't using enough lubricant for it to feel great, or maybe you only like that feeling when you're already
really aroused and haven't gotten to that point yet. And any of these things are fine!
I think it's going to be more productive for your sexual life in the long run to try and shelve any idea of how sex of any kind "should" feel, and focus on how things DO feel. It doesn't matter how much you might want to enjoy something if it hurts or feels otherwise uncomfortable. There's no one kind of sex that
everyone likes, after all! And even things like vibrators, which many women find to be amazing, don't feel great to everyone either! I think some folks talk about vibrators like they're instant orgasm machines, but that's not the case for every person.
Your subject is "is sex even pleasurable" and yes, it definitely can be. I think what's important to keep in mind is that not every kind of sex will be pleasurable for everyone, and pleasurable sex is going to be much more likely when partners are communicating with each other, invested in each other's enjoyment, and willing to experiment to find things that work well. When it's just one person being sexual alone through masturbation, that translates to that same spirit of experimentation and exploration, but instead of communicating with someone else I think it's important to be both honest and patient with yourself as you figure things out. If something in particular doesn't feel good to you, that's ok - there's nothing wrong with you if it turns out you don't like certain types of sex, or even if it turns out you just don't like any kind of sex much at all.
As for your last question, cumming and orgasming are two terms often used to describe the same thing, so I'm not entirely sure of the situation; can you clarify what is and isn't happening there?