Hi ! For a newly married couple, getting back and thigh pain after sex may be normal occurence for some due to stretching of muscles and nerves for some time. However, it is always better to exclude any organic cause also.
There is no harm in getting a routine urine test for any pus cells, and also for pregnancy
. You have not mentioned any symptoms while passing urine, but urinary infection may be silent at times. In the mean time, both of you may try to avoid positions when the pain gets precipitated or gets worse.
Next step will be to go for an ultrasound
to exclude any problems of pelvic organs, and also I would suggest you to consult a gynaecologist if the symptoms persist. Hope this helps you both.