Most males make sperm, which are found in the semen (or ejaculate). Very rarely guys can make ejaculate which doesn’t contain sperm, but there’s no way to know this without special testing (sperm make up only a small part of the ejaculate and aren’t visible without a microscope). A small number of guys ejaculate in to their bodies as opposed to out of their penises; this is known as retrograde ejaculation, and again is very rare. If you can have an erection, but nothing comes out of your penis when you finish (orgasm), it’s most likely that you’re just not ejaculating yet due to young age. However, if you have any concerns about this you should speak to your health care provider.