It hurts

This happened to me too. Basically what had happened was the cup kept slapping the urethra, the pee hole, when I was trying to put it in for the first time and it just irritated it. I think you’ll be fine

It’s possible you were a little rough inserting and maybe have a little tear that is stinging when you pee. Maybe skip the cup for a few days and try again and use some lube to help insert it next time. Burning feeling while peeing can also be a UTI. If you have any other symptoms of a UTI like urgency, weird smell, or color of pee, or if the burning doesn’t go away then go to a doctor