The Real Madrid star played the full 90 minutes at Cardiff City Stadium, the first time he has done so for his country since his world-record move to the Bernabeu.
But the 24-year-old did not have the easiest of nights, with Finland doubling up on him at every opportunity.
During the opening exchanges Jere Uronen managed to catch Bale late twice, leaving the forward needing treatment to his ankle, but Dragons boss Coleman feels that goes with the territory of being one of the world's best players.
"Gareth will have to get used to that. He is going to get kicked, pushed and bullied but he has got to get used to that," he said.
"He has been propelled onto another level. But he has the character to deal with it. He hasn't got a choice as he is such a good and dangerous player.
"He knows before he walks onto the pitch that in that 90 minutes there will be someone who wants to leave something on him but he has got to take that as a compliment as well and I am sure he does, although it may be a painful compliment.
"I said at half-time, 'listen, this team is not here for a friendly'. They were honest. I am not complaining, that's football.
"As a team ourselves we can be a little bit more nasty. I was impressed with Finland. They had good energy and good football players."
Coleman had looked set to celebrate his two-year contract extension, signed earlier this week, with a win after Andy King, playing after Aaron Ramsey came down with flu, gave Wales a 58th-minute lead from Hal Robson-Kanu's cross.
But Finland, who had gone close when Celtic striker Teemu Pukki struck the woodwork in the first half, found a late equaliser as Riku Riski levelled with a cool finish at the death.
It was far from a memorable encounter but how Coleman could have done with the fifth win of his reign.
His new deal has not proved unanimously popular with supporters, and a limp performance from a strong line-up, coupled with the manner of the late goal, will have done little to improve his standing with sections of Wales fans.
"I was gutted to concede when we did," he said.
"We had to work hard to get our noses in front. We did that and in the second half we were a lot better than the first half. There was a better tempo about it.
"In any game when you are winning with two minutes to go you expect to win, so we're gutted we lost a bit of concentration right at the end.
"We knew they were good at counter-attacking, had good pace and they move the ball well. They were aggressive attacking and we knew that and worked on it.
"But we just slipped up right at the end and it has cost us a victory that up until then we had worked hard to get, so we are disappointed."
Finland manager Mixu Paatelainen was pleased with how his side had handled Bale.
He said: "There is pressure on Bale. He is a fantastic footballer.
"But I felt we coped well with him and we doubled up against him whenever he got the ball.
"He will always be a danger when he cuts inside and did have one shot, but our keeper was well positioned."
He added: "I thought we deserved the draw.
"The Welsh team have some quality and are physically stronger than us but we hit the post and they had a shout for a penalty, so all in all a draw was a fair result."
Source: PA
Source: PA