Premature ejaculation at 18 years old. How do I train my penis to be better?

Multiple issues. Assuming there is no medical issue, it is thought that masturbation may lead to some issues, since the goal is usually to ejaculate quickly. That said, a lot depends on what the idea is of "premature", 1, 5, 10 minutes? Before she's done? Sometimes thinking of something else can distract a bit, and extend the time. If this doesn't work, consult with a urologist for an evaluation.
Relax. Your hormonal changes have a lot to do with it. Sure, you can think about baseball, etc., but perhaps you can go for round two. Enjoy living, just make sure you wear a condom!