what does a UTI feel like?

I have a constant urge to pee even when I literally JUST went. And today while I was walking my dog I started to feel some pain and discomfort down there like inside me. I know it wasn't my uterus it felt like what may be my urinary tract? But I've never had a UTI before so idk what to expect. I thought the constant need to pee was due to the pressure from my growing uterus on my bladder. But now I'm not so sure... I'm 12w3d. Thanks!