My sister caught me once when I was about 13. It was after school and I was horny, but I was also exhausted. I fell asleep(!) with my pants down and my hands on my junk. Which, I guess goes to show that at 13 I must not have been very good if I was falling asleep in the middle of a wank.
But I was mortified. She, of course, just had to tell the whole family what she saw including my grandmother.
Then, when I was older and had my own place my roommate caught me once. Just walked right on into my bedroom while I was on my knees sitting on a dildo and jerking myself. I took precautions after that. The door didn't have a lock so whenever I was getting busy with myself I'd move the dresser in front of the door to prevent interruptions.
And My current boyfriend has caught me once or twice, and I've caught him too.
Really, it's no big deal. Every one does it, even if they lie and say they don't. All those times I thought my dad was clueless as to what I was doing when in fact, he was probably doing the very same thing when he was my age.