There could be something wrong but only a gynecologist could tell you that for sure.
If you take any medications (including birth control) that could mess with your ability to naturally lubricate.
Age, estrogen issues, menopause(I don't know how old you are).
I don't know if water intake has anything to do with it but diet can.
Lack of arousal.
That is all I can think of off the top of my head.
Some women also just don't create enough of their own lubricant. It isn't anything to be ashamed or embarrassed of. Being here at EF you should be able to find a great lubricant that you like!
I have problems sometimes, more often than not. It could be my medication or birth control but I don't know for sure and don't want to stop to find out so I just grab some lubricant, plus I like things extra slick!