It sounds as though you lack a foreskin and you have friction burns.
Masturbation is relaxing, pleasant, harmless, healthy, and contributes to restful sleep if done before bedtime.
How you do it depends on whether you have an internally lubricated foreskin that glides up and down the shaft or whether you have been unforeskinned.
If you are foreskinned, then all you need to do is slide your foreskin back and forth. The internally lubricated foreskin glides without friction.
If you are unforeskinned, then you will need some lubrication and you need to slide your hand up and down the shaft. You will likely injure yourself without lubricant. Some lubricants are baby oil, vegetable oil, personal lubricant, soapy water, and saliva.
It is common, however, for a unforeskinned male, who has been deprived of his internally lubricated foreskin, to have friction burns if he does not apply external lubricant.