comfort sucking

Ok so my boyfriend and I have been dating for a little while and we are getting kind of serious. Last night I had a panic attack while we were driving in the car and he reached over to hold me while he drove. He started playing with my hair and he got close to my mouth and I just started sucking on his finger. It helped me calm down and We drove the whole way home like that.  I've had boyfriends before him and never had the urge to do this. Is this weird should I not do that?