Is it normal to play with my hole?

When i'm alone, pleasing myself, and stroking is it normal to finger my hole? I was in a threesome once where i was in the middle, and was "pleasing and being pleased" in this way and ever since, i get the biggest thrill out of this type of pleasure. The threesome was MFM, and was at the request of my gf. i'm straight, but she wanted to explore and i'm pretty open to any kind of exploration.