Definitely go back to your dentist to check that everything is alright.
The pain is very normal & so is the blood, but both should calm down after a day or two. Teeth are tricky little things! The root is bigger than the actual tooth- especially with wisdom teeth- so it's very likely that the dentist would have had to split your gums to get the whole tooth out.
I used to work as a dental nurse (many years ago) and wisdom teeth were the worst to extract. Sometimes, the root can be attached to other roots or be attached to the jaw bone. The wisdom tooth itself is also often bigger than the rest of your molars and the position in which they sit in, can be tricky to get to.
Count yourself lucky that they didn't have to break your jaw to get them out!