There are various fluids that can come out of you.
Female ejaculate which is from the Skene's glands. It looks like male semen because it is from the female prostate glands (Skene's glands). It is about the same amount as male ejaculate, remember it is formed in the same glands as male semen. It tastes sweet.
Female squirting or gushing - during arousal the bladder rapidly fills up with a clear clean fluid. This can be clearly seen on MRI and ultrasound studies of the female pelvis during sexual arousal and orgasm. This fluid will normally gush or shoot out when the bladder spinchter muscles release during orgasm (unless you fight to hold it in), or when you push down like you want to pee or his fingers/penis hits the bladder spinchter muscle from inside the vagina. This fluid is much clearer than urine, does not taste of anything and does not smell like urine.
Urine - some women will lose control over their bladder during sex and pee. This can also be due to the spinchter muscles being manipulated from inside the vagina by a finger or penis. Or because of some incontinence. Age and pelvic floor muscle health can play an important role here. Some women will pee during penetration. This is normally due to stress incontinence, and can be caused by natural child birth or trauma to the pelvis. Urine does however have a smell and salty taste, and can be yellow or clearer.
Then there are all the smaller quantities of fluids. Arousal fluid from your vagina, cervical mucus from your cervix, fluid from the Bartholyn glands around the vaginal entrance. His pre-ejaculate fluid and his liquified semen after sex.
So you can see that sex is a mixture of fluids and can be messy. If he is not worried by it and are encouraging you to gush and squirt, go for it. Do not let worry and doubt come in the way.