Is it bad to have a dry orgasm every day? I'm not a sex freak. I just like the feeling.
I assume that you are not yet developed enough to produce semen. In that case, you are masturbating and reaching orgasm, but because your body is not producing semen yet, nothing comes out.
Doing this means you are masturbating solely for the pleasure of it. There is no physical need to ejaculate to reduce the amount of semen in your body. Anything that is done purely for pleasure can be a ripe ground for temptation, such as chasing after lustful ideas or using pornography to get your body aroused enough to reach orgasm. Lust and pornography are sins because they involve committing sins in your mind.
If you are able to ejaculate semen, then a dry orgasm can be a symptom of a problem.