It seems that i feel more pleasure if i put finger in my anus while stimulating myself

Normal is kind of a loaded word; but lots of men enjoying having anal stimulation during sex (whether alone or with a partner). Some men who like it are gay, some who like it are straight; getting sexual stimulation anally is not a determination of sexual identity.  There’s a male ‘g spot” in the anus near the prostate, and stimulating it can cause an intense orgasm in many men.  So if you enjoy it – do it.  Just make sure you use a safe and appropriate lubricant.  Also, just keep your penis in good general health (not related to anal stimulation – just in general).  Practice good hygiene and keep it clean, and use a top drawer penis nutrient cream (health professionals recommend Man1 Man Oil).  A cream with alpha lipoic acid, a powerful antioxidant, is your best bet.  Have fun!