cervix check

Im a ftm and have never got my cervix checked until i went into l&d for my contractions, they said babys head was infront of my cervix and she had to go underneath and around to feel if i was dilated. i was in excruciating pain, my body was shacking and i was crying uncontrollably, mind you my contractions were painful but i was more anxious and scared about my next check then contractions.. has this happened to anyone else or is that normal? if so i probably want to get the epidural just so i dont have to worry about feeling that pain when getting checked..