Is it normal to get hard just by thinking about sex?

How is it that my penis gets hard just by thinking about sex, while I've seen that for other men, they have to stimulate their penis actively (during masturbation) or have a woman stimulate it actively for it to get hard? Even when they are with a naked woman and about to have sex with her, they do not get hard without active stimulation.

Does it have something to do with age for previous sexual experience? I'm a guy in my 20s and have had sex quite a lot.