How much does it bleed and how long does it go on for? Was it a few times close together? Did you insert the glue stick every time? Does it have any sharp edges? Do you just insert it or do you thrust with it? Do you still have your hymen and could you just be tearing your hymen? How close to your period did this happen? Does it also happen if you just rub your clitoris without inserting anything? Are you wet enough inside?
All these questions are needed for a full answer. Normally it is not an issue if it happens just once or twice. If it happens over a longer period of time, or every time you masturbate, it might need closer look.