Masturbating...so embarrassing

Two nights ago my bf and I wanted to try something new. He wanted to use a banana on me and being all in the moment I agreed. He put a condom on it and made sure the skin never touched me. He found using that on me hot, so we decided to have sex right after.
The thing is that for 2 days now I've had this burning sensation down there! When I pee, it doesn't burn or when I touch my urethra it doesn't burn. It burns more down (I think, it's hard to tell). But my main indicator is it not burning while peeing. 
What's even worse is that I'm finishing up my period so I'm wearing a bad today to see if that will help a little. I'm not sure if it's solely because of the banana (SO embarrassing) or because he went so fast on me with it & himself. It might also be because I was on my period & I wasn't super wet, he did put lube but it wasn't as easy to slide in. I tend to get sore after, but never just a burning sensation. Should I continue to wait it out? Has this happened to anyone else?