You may have a urinary tract or bladder infection.
Painful urination is a common symptom of them, but not everyone experiences the burning feeling when you pee. Or sometimes it will hurt after 2-3 days of having the infection.
Go to your doctor, or even a quick care clinic and they will test you and find out. If you do have an infection they'll prescribe antibiotics and it will be cured within 7-10 days.
How much water do you normally drink?