Thanks for writing us! I have a couple answers and resources for your question. One important thing to start off the bat with is that bodies are so vastly different everyone's experiences are bound to be different. There is no "normal" setting when it comes to pleasure. There are a lot of people with vulva's that do not enjoy penetrative sex and that is perfectly fine! If you already know what feels good to you, you dont have to add more in because that's what everyone else is talking about. Masturbation can be a fun moment of exploration in the body. So maybe penetrative sex isn't for you. Try finding other parts of your body you enjoy touching - pleasure can be found all over the body. This amazing article by our founder Heather and the equally amazing Sam, goes into more detail on options of masturbation. I'd encourage you to check it out. Going Solo: The Basics of Masturbation
It can be discouraging to feel like you aren't getting the response you want from one form of masturbation so I would encourage to focus on finding the ways that DO make you feel good. If you focus on what isn't working for you it can add to your frustration. Pleasure should be fun! So don't give up on your body's ability to enjoy things.
You mentioned trying to use a pen to practice with. I wanted to link you to a very helpful article on how to safely use items not designed for use as a sex toy. D.I.Y. Sex Toys: Self-Love Edition
There's also a possibilty different kind of toys might feel better. They sell vibrating penetrative sex toys that might enhance sensation for you. But also it just might not be the thing for you.
In more specifics to your question of is this "normal to not feel anything," your question has been asked before on this site and recieved an awesome answer from Sarah. Not Feeling Much With Penetration What's Up With That?
. I'd read this piece first but essentially what it discusses is that the vaginal canal simply does not have that many nerve endings comparative to your clitoris and external vulva. So even if you were a person who enjoyed penetration the sensation would still be lesser comparatively. We are told by media and society that penetrative sex is the ONLY kind of sex and to not have it is to be deficient and that couldn't be farther from the truth. Society often puts the pleasure of cisgender men first and everyone else second. This not only limits pleasure for non-cis men but it limits it for cis men too. Sex is so much more than JUST penetration and when you eventually find a partner you can try to explore all kinds of pleasure prioritizing both of your needs and desires.
So to answer your quesiton, yes this is perfectly normal and you will be able to feel pleasure especially if you expand your conception of what sex can look like. I hope this helps! Let me know what you think of these articles.