The feelings you describe are not uncommon or unusual. Particularly people with sensory issues feel uncomfortable with the sensations of messy, sticky relations. However, usually the love, passion and the euphoric experience of two people physically uniting overrides these feelings of discomfort. You can try to minimize this discomfort by placing a towel on the bed to protect the sheets, and keeping a towel handy to wipe yourselves afterwards (the towels should be colored). You can also shower off afterwards. If you find these feelings are frequently holding you back from engaging in intimacy, it may be worthwhile to seek help from a sex counselor.
There is a very wide range of "normal" when it comes to the frequency of relations: nightly, every other night, a couple of times a week, once a week, or even less frequently. The Talmud discusses this question, and indicates that a Torah scholar should try to engage in relations once a week (on Shabbat). The important thing is for both spouses to be happy and satisfied with the frequency. Sometimes a husband and wife may have different expectations and desire regarding how often relations take place, and in that case it is important to be honest and discuss your preferences, and try to find a compromise.
Please feel free to get back to us with any further questions.
B'Hatzlacha!