Theoretically if vaginal fluid got into your urethra there could be an infection of gonorrhea, chlamydia or syphilis, but it looks extremely unlikely. It's more likely to be because of the physical effect from penetrating.
If days pass and you still feel pain, it would be interesting to test for gonorrhea and chlamydia 3 weeks after the sexual encounter, and for syphilis 6 weeks after the intercourse.
But in general, I don't really see any risk, as you sexual relationship was protected.
All the best.
DragonPulse.