Massive stars lose mass in the form of stellar winds and outbursts. This material accumulates around the star. When the star explodes as a supernova the resulting shock wave expands within this circumstellar medium. The X-ray emission resulting from the interaction depends, among other parameters, on the density of this medium, and therefore the variation in the X-ray luminosity can be used to study the variation in the density structure of the medium. In this paper we explore the X-ray emission and light curves of all known supernovae (SNe), in order to study the nature of the medium into which they are expanding. In particular, we wish to investigate whether young SNe are expanding into a steady wind medium, as is most often assumed in the literature. We find that in the context of the theoretical arguments that have been generally used in the literature, many young SNe, and especially those of Type IIn SNe, which are the brightest X-ray luminosity class, do not appear to be expanding into steady winds. Some Type IIn SNe appear to have very steep X-ray luminosity declines, indicating density declines much steeper than r−2. However, other Type IIn SNe show a constant or even increasing X-ray luminosity over periods of months to years. Many other SNe do not appear to have declines consistent with expansion in a steady wind. SNe with lower X-ray luminosities appear to be more consistent with steady wind expansion, although the numbers are not large enough to make firm statistical comments. The numbers do indicate that the expansion and density structure of the circumstellar medium must be investigated before assumptions can be made of steady wind expansion. Unless a steady wind can be shown, mass-loss rates deduced using this assumption may need to be revised.