Could be mild UTI, friction irritation, or sensitivity to the condom material. Burning during urination with no discharge usually points to UTI or local irritation. Drink plenty of water. If it doesn't settle in 2 days or gets worse, you need a urine test.
Next Steps
Drink 2-3 litres of water daily and avoid spicy food. If burning worsens, you get discharge or fever, see a doctor for urine routine test. Consult me on Practo for more help.