It des sound like your g-spot is being hit. Being totally new to penetration I am going to guess that you are nervous, and not used to things being inside you which will cause two things to happen. 1) You will feel tighter, due to muscles not quite relaxing, due to nerves. It is a myth that virgins are tight and ladies who have lots of sex are loose. The vaginal tunnel is surrounded with muscle and it is those that give the impressions of tightness, when a woman is tense, or purposely tensing the muscles, she feels tighter. I "virginal tightness" is mostly based on her being nervous and tense. Anyway, with tense mucles, you are squeezing around the object inserted, which does mean it will feel more intense as you squeeze your g-spot area around the object, giving you that sensation of needing to pee even more. 2) All these sensations are more intense right now as it is new for you.
Here are some tips to help:
Practice in the bath or shower and push through that 'need to pee' sensation and see what happens. This will give you confidence, as you play alone somewhere safe to get wet, you will begin to discover what is going on, if you will pee etc. (Also worth noting that this is the sensation women get before they squirt, and you may indeed squirt. Try it in a dry bath and check the colour of the liquid. Squirt is usually quite clear, not yellow like urine)
When you insert the toy or fingers, ask him to keep them straight (Avoid curving anything upwards towards your belly button) instead, when you insert, get him to push his hand a little, downwards, towards your bum. I don't mean curve his fingers, but just ensure that the pressure is applied to the lower wall of your vagina more. This should lower the intensity felt against the g-spot on the upper wall until you are ready to feel that intense sensation.
Relaxing is the best thing, but that will come with time because the muscles down there, although they can be controlled, also can work involuntarily and any nervousness or tenseness causes them to tighten or clamp around the inserted object. With time, these sensations will lesson as you gain confidence and can relax knowing nothing is going to cause you to pee or be sore.
Practice a LOT on your own. It is more nerve wracking when you have these intense, new sensations and feel like your going to pee on your partners hand, so you will never be fully relaxed until you learn yourself what the feelings mean and what will happen. Get a slimline toy and any chance you have, practise. Practise tensing and squeezing your muscles around it, to see what each feels like, practice angling the toy one way and another to see what that does for you, practise different speeds etc. Until you feel relaxed and comfortable.
Hope that helps x