Yeah, that would be upsetting. The only way I can relate is with the "strings" I had sticking out of the incision after my c-sections. Both times the doctors did subcuticular sutures, so you couldn't see any stitches, just the ends sticking out on both sides of the incision. I was always worried that if those got tugged too hard too early that I would, literally, unzip. It was VERY unnerving!
Not quite the same as they weren't coming out of my heehoo, but still...kinda freaky to have string coming out of my body anywhere.
Glad the pain is not too bad. It should just keep getting less and less! (And now I'm going to hope that the removal of the foreign body in a few day is painless and easy...)