it sounds like a UTI, sex can increase the likelyhood of getting them, so i advise going to see your doctor who can then
test your
urine for blood, protein and white blood cells and if its positive then you need antibiotics to treat the infection. if it gets itchier and/or you get a white thick discharge, then it may be thrush and for that i recommend using natural bio yogurt, no sugar and no flavour. its much better than using the over the counter creams etc.