Worried about baby choking in solids

I'm a first time mum and my baby is 6 months old. He is already on purée food and has been for a while and yesterday I cut big slices of banana for him to grab and he put it straight in his mouth and just sucked at it and he seemed to have liked it but I panicked because a couple of times he went to gag and I just immediately thought he was going to choke so I took it away and just gave him milk.

Is it normal for babies to do that ? I just hear these horror stories of babies choking and I don't want that to happen