How does a yeast infection start/feel? TMI warning

I'm adding this anonymously because it's really embarrassing. My husband and I had sex 3 days ago and the next morning I went to the bathroom and it burned a little when I peed, I summed it up to being from having sex when I wasnt fully wet without lube. But now it's a little itchy and burns when I pee still. There's no risk of sti's or std's we are both faithful. I am almost 14wks pregnant and I read that it is very common to get a yeast infection while pregnant but I've never had one before and I don't know how they start or how they feel, can someone help me?