Weird peeing sensation? Is this normal??

Hello everyone, I'm still new here and new to the whole sexual stuff but I don't have anyone to ask or to talk to!

I was sexually abused as a child and again in my teens. I'm 24 never had a boyfriend or dated for many reasons. I currently do have a partner which I felt comfortable with to discuss my past to help me get over my sexual fears.

Now, I've never had sex...I don't know how an orgasim feels like or how to achieve one. I'm not ready for full on penetration. I'm starting off slowly with fingering. He's not too rough with me but I can't seem to reach an orgasim...there are moments where it feels great and when he speeds up and it gets intense I feel like stopping even tho I'm enjoying it... is it me stopping myself from get one or stopping at the moment of reaching bc of my fear?

There's other times where when he gets really fast I feel burning sensation where I'm afraid I'm going to pee or take a dump if he continues.. is this normal?? Is it me reaching an orgasim but I'm holding back? This is so confusing lol he can't explain it to me either haha I hope you guys can help!