1. Man, I should have thought of using one of those! Totally normal
2. Orgasm in women is linked to the urethra. Stimulation during masturbation or sex can cause a fluid to build up in the urethra, which is the tube you pee out of. When you orgasm, this fluid can either go up into the bladder, or, if you push down like peeing, it can come out! This is called "gushing" or "female ejaculation".
You may wish to try inserting your fingers and feeling along the front wall of your vagina for a place that intensifies this "pee" sensation. Stimulation of this area may lead to vaginal orgasm.
Most women can't do this however, so don't feel bad if you can't orgasm from this inside stimulation alone. I can't do it!