My husband (he would KILL me for typing this!!) has said he started masturbating, not in the true way but just touching for pleasure's sake, at age 6. He had 3 brothers and says it was the same all around. I suspect most men start earlier than we women like to think they do, especially mothers. He is curious, which as you said is perfectly natural.
If it comes up again, I would really consider getting some art book containing nude female images. I'm sure the library would have some very tasteful books, like ancient Greek sculptures and such. Then you dont have to invest in buying a book just for something that will take a few minutes and one "page-through". I am not saying to keep it around, just to let him glance at it for a little while, either on his own or while discussing it with him (probably both). There is nothing dirty about the female body, though our culture often seems to think so. It will satisfy his curiosity while completely avoiding nasty, vulgar images that have no place in society to begin with, let alone for a child to see when left to his own devices.
Also, I was given books on "how babies are made" when I was in 2nd grade. He may or may not be ready for that, its up to you. Girls are little more mature than boys. But if he's displaying ANY sort of curiosity, passing or continuous, it may be best to lightly touch on the subject now, or soon at least.
I wish you the best!