By "keep needing the loo," I'm taking it as you need to frequently urinate, and it burns when you urinate, yes? Please see a doctor. Sounds like a UTI potentially (common even for those not sexually active). The vaginal burning at the very least has me concerned for an infection of some sort, especially since this has been going on for a month. Not normal. You should not have pain from fingering or sex (first time) more than beyond a day or two nor should the pain ever be more than a discomfort after the first little while. Please see a doctor.
It's nothing to worry at all dear.as it was your first time.
Also, did you self masturbate or not. ? If not, also that could be the reason,
The pain will go by itself, nothing to worry. Just stay on good healthy diet and lot of water..that's it