It's not unheard of by any means. It can be called many things and have many causes. If it's psychological, it could be anything from anxiety to past abuse, or it could be something in your development that has not been fully realized. If you're on SSRI's or other antidepressants, anti-anxiety or psychoactive drugs, you can experience a 'deadening' of sexual urges or sexual pleasure in general. Other drugs, such as certain blood pressure medications, can also greatly reduce sex drive. I've personally experienced a sort of lack of sexual sensation while on a beta blocker, which is a group of drugs designed to help with cardiovascular problems like hypertension and arrhythmia. Also, physical problems such as nerve damage can cause or exacerbate loss of sensation in the genitals.
Your initial judgment on which of the above is most likely to be the cause will help in diagnosis, of course, and no one on these forums can know better than you why you're experiencing it. What I would like to point out is that it's
not usual to be experiencing nothing in the way of sexual arousal at 17 years of age. In fact, humans should be capable of sexual pleasure from a very young age, though orgasm may be more stunted in some than others. You are not too young to be experiencing sexual pleasure, and you're at the beginning of true adulthood. Basically, you are a fully functioning sexual individual, and other mechanisms have to be at work to be stopping your sexual enjoyment. That's not to say there's no hope, just that it has to be figured out.
You say you've never had self-pleasure before? Do you know of any past abuse? Do you have any 'fetishes' or paraphilias?
This link may be helpful for starters.