Of course I can’t just drop a big question and not answer it.
So here goes, as best I can answer without using hand gestures.
Imagine you’re looking at the vulva of a woman lying on her back. The vulva is laid out from north to south thusly: clitoris, urethra, vagina, perineum, anus.
Under the surface of the vulva, the urethra is surrounded by the urethral sponge. It’s like… urethral insulation. Its job is to swell up around the urethra as a woman becomes sexually aroused, in order to stop her from being able to urinate while she’s turned on.
(You may have noticed this phenomenon if you’ve tried to pee shortly after having an orgasm. You know how to have to kind of take some deep, cleansing breaths and think about baseball or icebergs? Yeah, that’s what’s that is.)
When the urethral sponge swells, you can actually feel it through the anterior (upper) wall of the vagina. Insert a finger just a knuckle or two deep and press up. There will be a swollen patch – it might feel smooth or rough or like a little nubbin or… it will be somehow distinct.
(This is actually the g-spot. I’ll go into that sometime later, I promise I will. I know I’ve been saying that for a month, but I mean it. It’s on my list of things to do.)
Pressure on this patch – on the urethral sponge through the vaginal wall – during penetration is most often what causes a woman to feel like she needs to pee during intercourse.
(Something to rule out is pressure on the bladder from your partner pressing against you. If you feel like you need to pee without intercourse, this might be the cause instead. If you have pain with intercourse, infection is a possibility.)
The reason it feels like you need to pee has nothing to do with urine or pressure on the bladder; it has to do with learning. When you were little and being potty trained, you learned to recognize the sensation of needing to pee. You had to recognize it in order to get to a potty before it was too late. It was an important and useful lesson.
Now your body is experiencing a new and different sensation; it’s geographically and neurologically adjacent to the need-to-pee sensation, so your brain is misinterpreting it as pressure to pee because that’s the only existing category that this new sensation seems to fit. But it is not the same sensation.
Okay, so what do you do about it?
That’s it, one step. Simple! (Though not necessarily easy…. it will take practice.)
If you feel like you need to pee even when your bladder is empty, it’s most likely because your urethral sponge is swollen and therefore you can’t pee, even if you want to. So. Take a deep breath and relax into the sensation. Let it be sensual, let it grow. You won’t pee. Relax. Experience the sensation without judgment.
Given time and practice, your body will create a new category for this sensation, it will learn that this sensation is erotic, and eventually you will be able to recognize the ways in which this sensation is very, very distinct from the need to pee.