signs of an STD?

So I'm on birth control and sometimes when I miss a day I will bleed a few days after which I'm fine with. Today I was going to have sex with my boyfriend and when he put lube on and put it in me my vagina started to sting on the inside. We kept going anyways but when I went to the bathroom to clean up I realized I was bleeding down there. I don't know if maybe he accidentally cut me with his finger or if I have and STD but he said he hasn't been with anyone else and I sure as hell haven't. So what do I do?
P.S. I'm not a virgin. We have had sex many times.  
Quick edit: we have used this lube many times