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How old are you? I'm 15 and when I was younger I had an urge to have sex. I think that feeling just comes as you're growing up but it goes away until you actually want to have sex with someone you care about.
You can start puberty without your periods coming. You'll notice a grow spurt, your breasts will start to develop, spots and mabye bigger hips. If you've started developing in other areas and your periods will come soon.
I do not recommend you have sex. If you've not started your period then your body is not sex for sex. And sex should only be with a partner that you've been in a relationship with for quite some time.
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