No pleasure at all

I am a lesbian and just recently lost my virginity to my girlfriend. When she started fingering me during intercourse , it didn't feel pleasurable but instead it made me feel like I had to pee , but I didn't tell her . A few days after she left my house I tried fingering myself (I usually only rub my clit) and I felt the same thing ... like I had to pee . Is this normal? Do other females feel like this when they're fingered ?