I am very concerned about this as sometimes it bleeds and I sometimes moan in pleasure and arousal.
It's normal for him to finger you when you make it easy for him and I'd say you like it because you do leave the door open for him. If he makes you bleed you need to show him how to finger you without making you bleed. You must know how from doing it yourself. He shouldn't be hurting you and you need to work that out with him. He's doing something wrong like rubbing too hard or maybe his fingernails are cutting you. Tell him it's your p***y and you get to make the rules.