Hi thanks for your question.
You had a protected sex with your partener and you had your periods after that ,so pregnancy
is ruled out.
As for as burning urination is concerned,you have developed urinary tract infection
after sex which is normal after sex for first time.
If the symptoms are still persistent ,take plenty of water and you can take antibiotics for 3 days.
Spotting is common after emergency contraception
,so there is nothing to worry.
Hope this answers your question.