Typical age for their first heat is 6 months to 1 year. But according to the AKC they can go into heat as young as 4 months, although it is very rare for them to do so. I cannot find any information to whether or not this should be of any concern. But if she starts acting very uncomfortable, cries in pain, acts lethargic, or exhibits any other behavioral abnormalities such as eating less, drinking less, etc.. I would take her to a vet ASAP. Definitely don't be adverse to doing so regardless, I am not a trained veterinarian professional.
I definitely would not play with her sexually. She is WAY too young for that. Your number one priority should be to cuddle and comfort her. First heats are often stressful, confusing, and scary for dogs, I can only imagine how stressful, confusing, and scary it must be at her age. It's important to let her know that you're a comforting figure and someone she can rely on and trust. She maybe humping you, but I wouldn't finger her. I would punish her either, but I wouldn't advise engaging her. Often when they are young their sexual organs are extra sensitive and still developing, so it's highly likely you may end up hurting her rather than pleasuring her. I would advise waiting until her second or third heat before you engage her sexually at all.
I wish you luck. If something appears to be wrong it's better to take her to the vet and have them tell you everything is okay, rather than skipping the vet and later finding out that something was very wrong. Don't be afraid to have her checked out.