I have met numerous women that recall discovering their sexuality with the help of one of those water jets at the swimming pool. I think most people (men and women) stumble across the pleasant sensations their genitals can provide them prior to ever feeling 'horny'.
There's a play-fountain in the market square in Knoxville and on pretty much any given summer afternoon, you can glance over and spot some 6 or 7 year old kid blasting his/her naughty bits with one of the water streams. They have no shame about it because they're too young to have been inundated with that western-sex-guilt we all know and love. I doubt they're after any 'sinister' sort of release at that age either, but eventually we all put 2 and 2 together.
I don't think people hit puberty and suddenly just 'get horny' for the first time. Maybe I'm wrong.