How many times have you had sex? This needs to be known to even give us an idea if the bleeding is normal or abnormal. If you're peeing a little at the beginning, be sure to use the bathroom beforehand. If this is past your third time or so, then you really need to go to a gynocologist or at least your primary care physician. I know you don't want to, but honestly, it's the only way to make sure there's nothing wrong. People over the internet can't perform tests and such to make sure no STDs have been contracted or there's nothing else wrong.
After your first sexual encounter you need a pap smear regardless of being a teenager or not
You really need to go see what's going on, im not so sure about the pee in the beginning, but if your having hard intercourse then you will bleed. So just be very careful and it dosn't matter if your a teen because if your having sex then you should get checked out, just keep me informed and good luck.