Masturbation isn't weird. I think a lot more women are more inhibited about masturbation than men are, but that's society and upbringing. Male and female masturbation are both normal and natural. The "mess" factor depends very much upon the individuals and what kind of masturbation they're engaging in. I've known men that have A LOT of precum that seeps during sex and masturbation that can get to the point of being messy, while others have none or very little of this, plus the final ejaculation, which quantity depends greatly upon the individual. Some women barely get wet during masturbation, some soak the sheets, some are "squirters" while some are gushers, and some produce little fluid at all. Some masturbators for men provide a "catch" for the fluids which can then be cleaned later. Some women produce a lot more fluid during toy assisted masturbation, and some produce much more when vaginal, a-spot and/or g-spot stimulation is involved. But neither is weird.
Now...being a lesbian, male masturbation isn't really something I appreciate. Wouldn't, say, wanna watch a guy jack off. Eww, penises and scrotums and semen, oh my. Yuck. Not that they're "weird", per se, plenty of people like that sort of thing, luckily for guys. But female masturbation is beautiful and incredibly sexy to me. So, I guess it depends on what you like and are attracted to, but I don't think it's fair to say that either is weird.