Prostate/bladder too sensitive?

I'm getting to know my body more in preparation for pegging sessions with my wife. As far as stretching goes all is well. But when it comes to dildos, inserting more then a few inches I get a quick "shock" sensation (maybe considered painful but idk, it never causes issues beyond that second, don't know if its prostate or bladder). I have no issues with the purewand. Is this normal and I need to get used to it or am I too sensitive for dildos? Yes I pee before starting.