In most western cultures, sitting to urinate has come to be the usual, and more relaxed, way for a woman to relieve herself. However, there are times when this is undesirable and unsanitary because the toilet is in a public ladies room, and is dirty and wet from another user. Many bathrooms now offer paper seats, however for times when facilities are not acceptable enough to sit, standing to urinate provides a woman another alternative.
If at first you don't feel comfortable doing this publicly, work your way to it gradually. In western culture, a lot of women don't yet consider this proper or functional. As with other things, standing to urinate provides an option which you may need to learn over time.
To feel more comfortable, realize times are always changing and Western culture is just that, Western culture. Across the world norms for the way women (and men) urinate vary. Squatting to urinate is the norm in Asia, from the Middle east to Japan. For women to "bend forward" and urinate back against a surface is seen in parts of Russia and Eastern Europe.
Also, the norm of sitting in the west has not always been this way; "sitting to pee" in the West is mostly the result how Western Europe and America have been designing toilets in the last few centuries. While "men stand and women sit" is the result of the more recent standing urinal.
Consider the practical benefits of learning other ways to urinate.
Toilets may not be of the type common to your culture. Asian Women visiting the West are sometimes forced to squat awkwardly on our toilets, because squatting is the only way they know. American Women visiting some parts of Eastern Europe are sometimes caught in difficult situations for similar reasons. Using the second method for standing urination, women can even use mens standing urinals with ease, a handy trick faced with no available women's restroom. Clearly, only knowing one way to urinate creates difficulties.
More commonly, clean and acceptable toilets are simply unavailable. Public bathrooms are often dirty, making it unsanitary and unacceptable to sit on the toilet seat. It is a disadvantage to have only "sit to urinate" and "hold it in" to choose from. Standing up provides another option. The more you practice different choices to manage your urine, the more of an advantage you will have in any situation.
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