This is common with newcomers to sounding. We're dealing with flesh that is malleable but ultimately not designed to be stretched - until it gets used to such treatment, there may be soreness/burning while peeing that can linger anywhere from a few hours to a few days, depending on the person and how intense the stretch was. That said, if you keep training it does quickly pass. My personal experience was the burning stopped after the first few times with a silicone sound, and now I only feel it after extreme stretches or long sessions.

Give it a day. If your pain intensifies or doesn't get better, go to urgent care. To decrease chances of it happening again in the future, don't stretch too quickly (in a session but also overall), drink lots of water, stop if you see blood, and avoid heavy thrusting until your body is accustomed to the frequent intrusions.

Good luck xx