Ask yourself these questions:
Did I use protection during sex? If not, go to the doc to get screened for an STD to make sure you're ok.
Was my partner rough during sex or was he very big? If so, maybe it left you feeling a little "tender" down there. Might be some mild abrasions.
Was I lubricated enough during sex? If not, the friction can cause irritation, might be some mild abrasions causing your urine to burn a little.
See what the doc has to say to be sure. Good luck.