Sounds like you're circumcised. Most uncut guys don't need or use lube at all, but many circumcised guys find it more comfortable to use lube (like me). Without lube I get swelling below the glans (head) too, and if you go too aggressive or tight, it can hurt. For some reason I find it feels very different to masturbate without lube, and when I orgasm I tend to squirt cum further than if I was using lube. Not sure why that it is.
I wish I was uncut though - must be nice to jack off whenever you want without lube and be completely comfortable.