Hi, Thanks for writing in. It might be that you have done rough sex with your wife as it is the first time. There can be injury to the soft tissues of penis and urethra. This can cause small lacerations in the wall of urethra. When more force is exerted due to continued sex, this will cause burning and pain during passing urine as the soft tissues are engorged with blood and blood vessels are dilated and the lining or urethra might have suffered small amount of damage. Please avoid sex for 3 to 4 days and use lubrication while doing it gently. Apply enough lubrication jelly on your penis before penetration. Have a relaxed sex session with long foreplay and create a good emotional bond with your wife. This will also help in avoiding friction injury to your penis during intercourse.