What Causes Bleeding During Intercourse?

Hi, I experienced something a little weird during sex on Sunday and was wondering about what it was. After my fiance entered me, he noticed a bright red blood. We assumed that I had started my period. We finished having sex and I went to the restroom and cleaned up and inserted a tampon. About two hours later we decided to have sexual intercourse again and I went and removed the tampon and there was NO blood on it. What could this be?