the feeling of having to pee??

so i have always had this feeling of having to pee (but like in a reaaally urgent way) ever since i had started having sex... then i go to pee but nothing seems to be coming so it usually is out of nowhere. even when my partner is fingering me i feel that strong sensation as if i’m going to pee myself and this gets me distracted from the whole thing so often that i don’t even feel excited for him to do all these things down there... is it normal? have any of you guys felt that too? what should i do?