A fairly common term used by women. Used to indicate a woman's desire to engage in masturbation, similar to a males' use of phrases like 'going to play the trombone' or other similar terms.
Masturbation is considered a healthy exercise, which one should do on a regular basis.
Some even say it is an excellent way to relive one's feelings of depression, or as a means of reducing the stress levels.
However, before modern times, it was considered to be an illness.
In fact it was also objected to on religious grounds, claiming that the waste of the fluids, from manual stimulation, was a sin.