I asked the relevant question at about age six, and then silently tried — and only partially succeeded until I reached puberty — to reconcile myself to the idea that this totally unpleasant sounding experience, contrary to pretty much every taboo I'd picked up, had been part of the vast majority of my adult acquaintances' experiences. It really made me dubious about growing up for a while there.

Fortunately, this didn't leave any lasting mental scars that I am aware of, and even at the time I think I realised it was something I'd understand eventually, but I still have no idea how to explain to a pre-pubertal person that sex could ever actually be something someone would want.