Is it okay for a man to finger you?
That depends on a few things.
If the man is a legal adult and you are not, and there are laws in your area stating that adults and minors cannot engage in sexual activity, then NO, it is not okay for him to finger you. That violates age of consent laws (which differ by state and/or country), and it can result in serious criminal prosecution (like sex offender registration, prison time and so forth).
If you both are legally able to consent to sex with each other, and both of you are consenting to engage in manual sex (fingering), then it is okay for the man to finger you.
Even if no age of consent statutes are violated, if either of you objects to the fingering, then it's not okay. Both parties must consent, or it becomes sexual assault. Again, this it can result in serious criminal prosecution (like sex offender registration, prison time and so forth).
If your religion/moral codes/guiding ethics/etc., say it's wrong to engage in manual sex, and you choose to abide by those rules, then it's not okay for the man to finger you. This is outside the legal framework.
So how do YOU feel about letting a man finger you? And are you both of the appropriate age for such activity.