I have always had regular periods and no bleeding in between. Two out of the three most recent times that my boyfriend and I have been intimate, I have bled. Not during the sex itself but while he was fingering me. I asked my sister and she said that this only happened to her while she was pregnant. It's too early to know if I'm pregnant... what else could it be?

Could be from irritation of your cervix. Sometimes an off angle or a bit more enthusiasm than usual can result in some bleeding.
Might have been if there wasn't as much lubrication as usual.
Certainly if it were to continue, or start after having intercourse as well, it would be wise to see your doctor.

Lubrication is definitely not a problem that we have and I've been like cut/scraped in there before so I think I would have felt it... it only bleeds a little bit and only sometimes... not every time we have sex. I'm so confused.

Since it is occasional, it might still be from small irritations that are aggravated when he hits the right area. It wouldn't hurt to see your doctor to be checked for something like polyps to have the peace of mind of knowing whether anything needs to be taken care of. Since you are sexually active, if you haven't already, starting regular exams would be a good move.