I think you're experiencing some pretty normal feelings. I also think that both men and women feel that way. It's natural. When we attach ourselves to somebody we always wonder what part of that person somebody else is getting.
We ask questions of comparison. We hope they'll tell us everything about all of their conversations to assuage our desire to be number one above any and everybody else. And chances are that we are. But we can't help it. It's human ego, which is both a gift and a curse.
So I wouldn't sweat it. It's normal. It only becomes a problem when you are compelled to act on it. THAT, my dear, is when you have a problem.
And look, we all have friends who have been around since before our significant others who will know things or be apart of things that we can never fully grasp. The key is to make sure that you're creating your own memories and inside jokes. So that there's no need to worry about who's getting more or less, you'll just be getting something...different.