While masturbating I was really wet. And then I felt the urge to pee and then the sheets my vag and gands were soaked. What was this?

Mucus or urine. Some woman produce a lot of muus when sexually aroused. Others sometimes squirt urine when they have an orgasm. This is th probable explanation. Many women and their partners find this exciting.
Urine. It sounds like you urinated while masturbating. Your cervix and vagina do produce lubricating mucus, and this may account for some of the liquid, though it is generally thicker than urine.