Well, it depends! Most of time we're talking about something you do - not just whether you're a female or a male.
Sex can include many things you can do - either by yourself or with other people. Sexual feelings are exciting and, because they are, it is easy to get carried away. Sexual activities can be everything from kissing to intercourse - from holding hands and hugging to fondling and touching another person. Sexual activities can also be things you do all by yourself - like masturbating or pleasuring yourself sexually.
Sex comes with risks as well as pleasures, so it's a good idea to think about the risks and what you're comfortable doing or not doing.
Think ahead about the choices you make. If the whole idea of sexual activity makes you feel uncomfortable right now -listen to your feelings.