10 days ago I lost my virginity but we didn't really have sex. It was just a trial to get myself accustomed to it (I needed patience to get rid of some bad memories related to sex) and I accepted to have my hymen broken. We couldn't go further for I couldn't keep him high enough time and it hurt too much. I'm not sure how many days I bleeded afterwards because I got my period two days later.

Last weekend we played a little bit again but when he put his finger in me I started to bleed. I'm still bleeding a little bit when peeing and it hurts sometimes. He told me that I'm supposed to be smooth inside, but even now if I put a finger in me I feel it rough and bleeding. I'm certain that I'd bleed if I had sex again. So what is happening? Isn't my hymen broken or do I have a disease/infection?

You either had sex or you did not have sex, he either entered you or he did not enter.

If the hymen was not broken completely, then yes it is possible, to bleed again A doctors exam would be able to tell