You probably figured this out by now, but...
I have a ParaGard. I read about this issue before I had mine inserted. What he feels is probably the strings that are a part of an IUD. The doctor who put in your IUD likely clipped the strings very close to the cervix. I had my strings clipped long so they curve around my cervix and don't poke my husband. He's never noticed the strings during penetration. The strings soften over time and he should feel them less and less. If you get another one in a few years, you can have your strings clipped longer. I bet it was working just fine. Check your strings once a month to make sure the placement of the IUD is ok. Call your doctor when you have concerns.