It is possible to have a burning sensation after a sexual intercourse especially if it was rigorous. Though there is always a possibility of urinary tract infection after sexual intercourse but it's in your best interest if you just wait and watch for the next 24-28 hours and in the mean time just maintain the genital hygiene. If nothing works, consult a urologist or gynaecologist in-person.
Next Steps
wait and watch
Health Tips
To use a protective barrier (eg condom) during intercourse especially with a person whole
STD status is not known to you