Part of arousal is engorgement of the genitals in either sex. That is the blood is sent to the pubic region. That is what gives a man an erection and causes our lips to open. We all have some sensation such as you describe. If it disconcerting, have your blood pressure checked. If we have insufficient blood or pumping power in the heart, this can actually cause one to faint.

The vagina, itself, has no nerve endings so it is not what you are feeling. The external genitals when engorged with excess blood become very sensitive. Lubrication is required and too many men rub away at us as they do at themselves when masturbating. We have roughly the same sensitivity in our smaller clitoris as they have in the whole penis. Experienced partners will be able to read when to go lightly and when to press and, especially, never rub the way they want the penis rubbed.