Weird period

Ok so today I finally started my period after it  was four days late, but something unusual happended. There was burning sensation coming from my vagina when ever the blood comes. And it's not exactly my vagina but near my urine track or maybe both it was hard to tell at one point. It really freaked me out. But have any of you ladies ever experience this before? I do plan on going to the doctor thou but wanted to see if these was something kind of common or should I be extremely worried. Thanks in advance.