Why does my vagina burn??

So me and my husband did the hanky panky last night (no condoms or anything, we are ttc) and when he was done doing his business I felt a burning sensation down there. I don't think that's normal. I'm thinking it might be because when he was first sticking it in he was kind of rough and I was a little on the dry side (we didn't want to use lube). 🙁 but after about 5 mins it's not so bad and when I went to pee after it didn't burn. Has this happened to anyone? Could it be from him just being to rough?