Pain when having sex

Hey, I lost my virginity a few days ago to this guy im seeing (we're both 18 almost 19) and during missionary it does t hurt anymore (except when he first goes in), however last night doing doggy style there was some pain but hard to describe (wasn't pain exactly just an intense pressure that kept making me wince a bit if that makes sense). Is that normal? Also we kept having to stop as I kept having to go for a wee, is that normal or just me? (Sorry if this post is a bit TMI🙈)