Help please

So I set up my first appointment with my ob, but it’s not until the 21st of this month since I am a new patient. I have been having slight burning sensation when I have intercourse and after when I urinate. I’m thinking about going to see my PA general doctor today to see if I have a uti or something. Should I do that? Is it also safe to have sex this early in pregnancy? I’m 4 weeks and 3 days.