Yes, it's normal to need to pee after sexual stimulation. If you empty your bladder before you masturbate, it may cut down on the urgency of the feeling. It is a good idea to urinate before and after any kind of sexual activity to help cut down on the risk of UTIs.
And you can't increase the amount of lubrication that your body produces when you're aroused, but you can always supplement it by using a lubricant such as Astroglide, KY, or any number of brands.
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