Feeling like I have to pee...

Fn
I've never had an orgasm with a man. I started masturbating very young, and I used porn most of the time to do that. I started using just my imagination but I came to a point where it didn't work anymore so there I started using porn. Then I had my first time, I was 13 (I did it cause I felt pressured by a boy who was 17-18 and I thought I was in love). The point is that now I'm 20, and I've never had an orgasm with a man just by myself. I want to work on that cause now I'm in a relationship (my first one)  and I know he doesn't feel completely good about me having to watch porn to cum. -sighs- 
Now the other part of the story. Days ago I asked him to finger my pussy... he started slowly with just a finger and then he put two and then 3... I had this feeling that I wanted to pee and I freak out that I would pee his bed so I asked him to stop and went to the bathroom to pee. This haven't happened to me before and I don't have an idea what Is it, is it really me wanting to pee or other thing?